Multivariate option pricing using copulae
Version of Record online: 12 JUL 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 29, Issue 5, pages 509–526, September/October 2013
How to Cite
Bernard, C. and Czado, C. (2013), Multivariate option pricing using copulae. Appl. Stochastic Models Bus. Ind., 29: 509–526. doi: 10.1002/asmb.1934
- Issue online: 8 OCT 2013
- Version of Record online: 12 JUL 2012
- Manuscript Accepted: 16 MAY 2012
- Manuscript Revised: 10 FEB 2012
- Manuscript Received: 24 NOV 2010
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