Multi Asset Stochastic Local Variance Contracts
Work
Year: 2010
Type: article
Source: Mathematical Finance
Authors Peter Carr, Peter Laurence
Cites: 28
Cited by: 19
Related to: 10
FWCI: 2.726
Citation percentile (by year/subfield): 86
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed