Pricing multiasset equity options: How relevant is the dependence function?
| Year of publication: |
2010
|
|---|---|
| Authors: | Chemmanur, Thomas J. ; Jordan, Bradford D. ; Liu, Mark H. ; Wu, Qun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 4, p. 788-802
|