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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/16349/ |
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