How to solve multiasset Black-Scholes with time-dependent volatility and correlation
2000 ◽
Vol 4
(2)
◽
pp. 99-107
◽
2020 ◽
Vol 13
(10)
◽
pp. 2841-2851
Keyword(s):
2016 ◽
Vol 19
(05)
◽
pp. 1650031
◽
Keyword(s):
2007 ◽
Vol 05
(01)
◽
pp. 51-66
◽
2008 ◽
Vol 11
(04)
◽
pp. 363-380
◽
2013 ◽
Vol 61
(2)
◽
pp. 181-193
◽
Keyword(s):
Algebraic resolution of equations of the Black–Scholes type with arbitrary time-dependent parameters
2014 ◽
Vol 247
◽
pp. 115-124
◽