Work

Pricing Vulnerable Options With Copulas

Year: 2003

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/eb022977

Authors: UMBERTO CHERUBINI, ELISA 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: W3124384175

FWCI: 9.853

Cites: 8

Cited by: 34

Related to: 10