hal-00867887

title_s

European Options Sensitivity with Respect to the Correlation for Multidimensional Heston Models

auteur

Lokman Abbas-Turki, Damien Lamberton

journal

International Journal of Theoretical and Applied Finance

volume

17

numero

3

pages

DOI: 10.1142/S0219024914500150

fichier_hal

https://hal.archives-ouvertes.fr/hal-00867887/document

annee

2014

Identifiant HAL