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Pricing bivariate option under GARCH processes with time-varying copula
Zhang, J.
;
Guégan, D.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1095-1103
Persistent link: https://www.econbiz.de/10008057643
Saved in:
2
Pricing bivariate option under GARCH processes with time-varying copula
Zhang, J.
;
Guégan, D.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1095-1104
Persistent link: https://www.econbiz.de/10008893120
Saved in:
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