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An entropy approach to the Stein and Stein model with correlation

Rheinlander, Thorsten (2005) An entropy approach to the Stein and Stein model with correlation. Finance and Stochastics, 9 (3). pp. 399-413. ISSN 0949-2984

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Item Type: Article
Official URL: http://www.springer.com/math/quantitative+finance/...
Additional Information: © 2005 Springer
Library of Congress subject classification: H Social Sciences > HG Finance
Journal of Economic Literature Classification System: G - Financial Economics > G1 - General Financial Markets > G13 - Contingent Pricing; Futures Pricing
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 15 Sep 2008 13:14
URL: http://eprints.lse.ac.uk/16349/

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