scientific article; zbMATH DE number 7364605

zbMath1467.62177MaRDI QIDQ4997519

Garibay Cancho Vicente, Lucas Pereira Lopes, Louzada Francisco

Publication date: 29 June 2021

Full work available at URL: http://soche.cl/chjs/volumes/10/ChJS-10-02-04.pdf#vol10-number2-2019

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zbMATH Keywords

copulasBlack-Scholes modelpricingGARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Economic time series analysis (91B84)

Cites Work

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