PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION (Q4981414)
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scientific article; zbMATH DE number 6307901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION |
scientific article; zbMATH DE number 6307901 |
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PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION (English)
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24 June 2014
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copulas
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forward-futures spread
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time series model
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stochastic simulation
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