Constructing copulas using corrected hermite polynomial expansion for estimating cross foreign exchange volatility

Kenichiro Shiraya, Tomohisa Yamakami

Year of publication:	[2023]
Authors:	Shiraya, Kenichiro ; Yamakami, Tomohisa
Publisher:	[Tokyo] : [Center for Advanced Research in Finance]
Subject:	Finance \| Copula \| Hermite polynomial expansion \| Currency option \| Correction of probability density \| Multivariate Verteilung \| Multivariate distribution \| Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Schätztheorie \| Estimation theory \| Optionspreistheorie \| Option pricing theory \| Devisenoption \| Statistische Verteilung \| Statistical distribution

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