Pricing bivariate option under GARCH processes with time-varying copula
| Year of publication: |
2008
|
|---|---|
| Authors: | Zhang, J. ; Guégan, D. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 3, p. 1095-1104
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