Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122)
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scientific article; zbMATH DE number 7865844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility |
scientific article; zbMATH DE number 7865844 |
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Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (English)
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17 June 2024
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finance
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copula
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Hermite polynomial expansion
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currency option
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correction of probability density
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