✦ LIBER ✦
Pricing bivariate option under GARCH processes with time-varying copula
✍ Scribed by J. Zhang; D. Guégan
- Book ID
- 108153146
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 921 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0167-6687
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