Work

Bivariate option pricing with copulas

Year: 2002

Type: article

Source: Applied Mathematical Finance

DOI: 10.1080/13504860210136721a

Authors: U. Cherubini, E. Luciano

Institutions: University of Bologna, University of Turin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2154140771

FWCI: 11.5

Cites: 21

Cited by: 123

Related to: 10