Multivariate Option Pricing with Copulas
Year: 2001
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.269868
Authors: Elisa Luciano, Umberto Cherubini
Institutions: Collegio Carlo Alberto, University of Turin, University of Bologna
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1560013058