Multivariate option pricing using copulae (Q6570854)
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scientific article; zbMATH DE number 7879684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate option pricing using copulae |
scientific article; zbMATH DE number 7879684 |
Statements
Multivariate option pricing using copulae (English)
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10 July 2024
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pair-copula construction
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basket options
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multivariate derivatives
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pricing
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