has been cited by the following article(s):
[1]
|
Multi-Asset Option Pricing Using Normal Tempered Stable Processes with Stochastic Correlation
SSRN Electronic Journal ,
2021
DOI:10.2139/ssrn.3927399
|
|
|
[2]
|
Capturing implied correlation skew from options prices via multiscale stochastic volatility models
International Journal of Financial Engineering,
2020
DOI:10.1142/S2424786320500425
|
|
|