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Q4997519 - MaRDI portal

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scientific article; zbMATH DE number 7364605
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English
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scientific article; zbMATH DE number 7364605

    Statements

    author
    Lucas Pereira Lopes
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    Garibay Cancho Vicente
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    Louzada Francisco
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    publication date
    29 June 2021
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    zbMATH Keywords
    Black-Scholes model
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    copulas
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    GARCH models
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    pricing
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62H05
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    91B84
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    zbMATH DE Number
    7364605
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