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APPLIED MATHEMATICAL SCIENCES ISSN 1312-885X (print) ISSN 1314-7552 (online) |
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Maria Cristina Recchioni, Adina Scoccia An analytically tractable multi-asset stochastic volatility model Applied Mathematical Sciences, Vol. 8, 2014, no. 27, 1339-1355 http://dx.doi.org/10.12988/ams.2014.311646 Copyright © 2014 Maria Cristina Recchioni and Adina Scoccia. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Cited by (1): Maria Cristina Recchioni and Adina Scoccia, Asset Allocation Models in a Generalized Heston Framework Using a Gradient Like Vector Optimization Algorithm, Applied Mathematical Sciences, 9 (2015), no. 118, 5887-5905 [CrossRef]
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