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Digital option pricing based on copulas with stochastic simulation - MaRDI portal

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Digital option pricing based on copulas with stochastic simulation

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Publication:2791956

DOI10.7468/JKSMEB.2015.22.3.299zbMATH Open1414.91379OpenAlexW2341363994MaRDI QIDQ2791956

Author name not available (Why is that?)

Publication date: 16 March 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7468/jksmeb.2015.22.3.299



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