The content of this paper represents the author's personal opinion and does not reflect the views of BBVA.
Pricing Forward Skew Dependent Derivatives. Multifactor Versus Single-Factor Stochastic Volatility Models
Version of Record online: 25 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 2, pages 124–144, February 2014
How to Cite
Marabel Romo, J. (2014), Pricing Forward Skew Dependent Derivatives. Multifactor Versus Single-Factor Stochastic Volatility Models. J. Fut. Mark., 34: 124–144. doi: 10.1002/fut.21611
- Issue online: 3 JAN 2014
- Version of Record online: 25 FEB 2013
- Manuscript Accepted: 1 JAN 2013
- Manuscript Received: 1 SEP 2012
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