Pricing multiasset equity options : how relevant is the dependence function?
Mascia Bedendo; Francesca Campolongo; Elisabeth Joossens; Francesco Saita
| Year of publication: |
2010
|
|---|---|
| Authors: | Bedendo, Mascia ; Campolongo, Francesca ; Joossens, Elisabeth ; Saita, Francesco |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 4, p. 788-81
|
| Subject: | Optionspreistheorie | Option pricing theory | Multivariate Verteilung | Multivariate distribution | Korrelation | Correlation | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003966108