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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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Identification Number: 10.1007/s00780-004-0149-0
Item Type: Article
Official URL: http://www.springer.com/math/quantitative+finance/...
Additional Information: © 2005 Springer
Subjects: H Social Sciences > HG Finance
JEL classification: G - Financial Economics > G1 - General Financial Markets > G13 - Contingent Pricing; Futures Pricing
Sets: Departments > Statistics
Date Deposited: 15 Sep 2008 13:14
Last Modified: 01 Oct 2010 09:08
URI: http://eprints.lse.ac.uk/id/eprint/16349

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