Bivariate option pricing using dynamic copula models

Insurance: Mathematics and Economics 2005 Vol. 37; Iss. 1

Bivariate option pricing using dynamic copula models

Rob W.J. van den Goorbergh, Christian Genest, Bas J.M. Werker
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Volume:
37
Year:
2005
Language:
english
Pages:
14
DOI:
10.1016/j.insmatheco.2005.01.008
File:
PDF, 279 KB
english, 2005
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