Pages that link to "Item:Q931205"
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The following pages link to Pricing bivariate option under GARCH processes with time-varying copula (Q931205):
Displaying 6 items.
- Financial applications of bivariate Markov processes (Q410357) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- (Q3641966) (← links)
- Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847) (← links)
- (Q4997519) (← links)