Multivariate Option Pricing Using Dynamic Copula Models

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SSRN Electronic Journal 2003

Multivariate Option Pricing Using Dynamic Copula Models

van den Goorbergh, Rob W. J., Genest, Christian, Werker, Bas J. M.
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.556959
File:
PDF, 595 KB
english, 2003
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