Pricing multi-asset options with levy copulas
| Year of publication: |
2011-02-21
|
|---|---|
| Authors: | Dushimimana, Jean Claude |
| Other Persons: | Ouwehand, Peter (contributor) |
| Institutions: | University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences. (contributor) |
| Publisher: |
Stellenbosch : University of Stellenbosch |
| Subject: | Exotic options | Levy asset dynamics | Multi-asset | Copulas | Mathematical Sciences |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009429598