A Unified Stochastic Volatility—Stochastic Correlation Model

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Journal of Mathematical Finance

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"A Unified Stochastic Volatility—Stochastic Correlation Model"
written by Xiang Lu, Gunter Meissner, Hong Sherwin,
published by Journal of Mathematical Finance, Vol.10 No.4, 2020

has been cited by the following article(s):

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CrossRef

[1]	Modelling asymmetric dependence in stochastic volatility and option pricing: A conditional copula approach
	Scientific African, 2023

[1]	Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach Scientific African, 2023 DOI:10.1016/j.sciaf.2023.e01765

[2]	Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach Scientific African, 2023 DOI:10.1016/j.sciaf.2023.e01765

[3]	Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach Scientific African, 2023 DOI:10.1016/j.sciaf.2023.e01765

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