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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~person:"Andersen, Torben"
~person:"Herwartz, Helmut"
~person:"Medeiros, Marcelo C."
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Andersen, Torben
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Option pricing under time varying correlation with conditional dependence : a copula based approach to recover the index skew from the constituent dynamics
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
-
2010
Persistent link: https://www.econbiz.de/10009240321
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