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Quoting multiasset equity options in the presence of errors from estimating correlations

Matthias Fengler & Peter Schwendner

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abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 1-7-2004
journal Journal of Derivatives
publisher Institutional Investor Journals
ISSN 1074-1240
volume of journal 11
number of issue 4
page(s) 43-54
review double-blind review
   
citation Fengler, M., & Schwendner, P. (2004). Quoting multiasset equity options in the presence of errors from estimating correlations. Journal of Derivatives, 11(4), 43-54.