Bivariate option pricing using dynamic copula models
| Year of publication: |
2005
|
|---|---|
| Authors: | den Goorbergh, Rob W.J. van ; Genest, Christian ; Werker, Bas J.M. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 1, p. 101-114
|
| Publisher: |
Elsevier |