Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives |
scientific article |
Statements
Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (English)
0 references
20 September 2013
0 references
Bernstein copulas
0 references
multi-asset derivatives pricing
0 references
numerical implementation
0 references
