Pages that link to "Item:Q2849536"
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The following pages link to Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536):
Displaying 6 items.
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
- Risk aggregation and capital allocation using a new generalized Archimedean copula (Q2670109) (← links)
- Multi-asset empirical martingale price estimators derivatives (Q4639589) (← links)
- Partial identification and inference in moment models with incomplete data (Q6108259) (← links)
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122) (← links)