Work

Volatility and correlation in the pricing of equity, FX, and interest-rate options

Year: 1999

Type: article

Author: Riccardo Rebonato

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W597069158

FWCI: 7.567

Cites:

Cited by: 98

Related to: 10