An entropy approach to the Stein and Stein model with correlation

Rheinlander, Thorsten (2005) An entropy approach to the Stein and Stein model with correlation. Finance and Stochastics, 9 (3). pp. 399-413. ISSN 0949-2984

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Item Type	Article
Departments	Statistics
DOI	10.1007/s00780-004-0149-0
Date Deposited	15 Sep 2008 13:14
URI	https://researchonline.lse.ac.uk/id/eprint/16349

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Rheinlander, Thorsten

HG Finance

http://www.math.ethz.ch/~finasto/ (Publisher)
10.1007/s00780-004-0149-0 (DOI)

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