Pricing multivariate contingent claims using estimated risk-neutral density functions

Journal of International Money and Finance

Volumn 17, Issue 2, 1998, Pages 229-247

  Rosenberg, Joshua V ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Derivative asset pricing; Multivariate density functions; Stochastic volatility

Indexed keywords

EID: 0037798144     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(98)00001-1     Document Type: Article

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