Quanto Pricing with Copulas
| Year of publication: |
2004
|
|---|---|
| Authors: | Bennett, Michael N. ; Kennedy, Joanne E. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 12.2004, 1, p. 26-45
|