An entropy approach to the Stein and Stein model with correlation
Rheinlander, T.
(2005).
An entropy approach to the Stein and Stein model with correlation.
Finance and Stochastics,
9(3), 399-413.
https://doi.org/10.1007/s00780-004-0149-0
| Item Type | Article |
|---|---|
| Copyright holders | © 2005 Springer |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.1007/s00780-004-0149-0 |
| Date Deposited | 15 Sep 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16349 |
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