Multi-name assets exchange option pricing simulation based on pair-copulas (Q2916844)
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scientific article; zbMATH DE number 6091295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-name assets exchange option pricing simulation based on pair-copulas |
scientific article; zbMATH DE number 6091295 |
Statements
5 October 2012
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pair-copula
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exchange option
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Monte Carlo simulation
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0.86416584
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0.8597012
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0.8595729
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0.8496496
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0.8490112
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0.84757626
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Multi-name assets exchange option pricing simulation based on pair-copulas (English)
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