Digital option pricing based on copulas with stochastic simulation (Q2791956)
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scientific article; zbMATH DE number 6556817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Digital option pricing based on copulas with stochastic simulation |
scientific article; zbMATH DE number 6556817 |
Statements
16 March 2016
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copula
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digital option
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rainbow option
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stochastic simulation
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Digital option pricing based on copulas with stochastic simulation (English)
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