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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 Connect in order to contact the contributor
Submitted on : Monday, July 11, 2011 - 9:24:47 PM
Last modification on : Saturday, June 25, 2022 - 10:52:30 AM

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  • HAL Id : hal-00607989, version 1

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HEC | CNRS | LARA

Citation

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

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