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 options | Copulas | Mathematics | Levy processes | Asset pricing | Mathematical models |
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