State Space Symmetry and Two-Factor Option Pricing Models - HEC Paris - École des hautes études commerciales de Paris Access content directly
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State Space Symmetry and Two-Factor Option Pricing Models

Marc Chesney
  • Function : Author
Groupement de Recherche et d'Etudes en Gestion à HEC
Rajna Gibson
  • Function : Author

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Economy and decision science

Antoine Haldemann  : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00607989

Submitted on : Monday, July 11, 2011-9:24:47 PM

Last modification on : Friday, March 24, 2023-2:52:54 PM

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Dates and versions

hal-00607989 , version 1 (11-07-2011)

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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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