The times change: multivariate subordination. Empirical facts

Quantitative Finance

Volumn 12, Issue 1, 2012, Pages 1-10

  Huth, Nicolas ^a   Abergel, Frédéric ^b  

^a Natixis   (France)

^b Ecole Centrale de Paris   (France)

Author keywords

Correlation modelling; Econophysics; Equity options; Quantitative finance

Indexed keywords

EID: 84857188452     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2010.481635     Document Type: Article

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