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State Space Symmetry and Two-Factor Option Pricing Models

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https://hal-hec.archives-ouvertes.fr/hal-00607989
Contributor : Antoine Haldemann <>
Submitted on : Monday, July 11, 2011 - 9:24:47 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00607989, version 1

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Marc Chesney, Rajna Gibson. State Space Symmetry and Two-Factor Option Pricing Models. 1994. ⟨hal-00607989⟩

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