The valuation of multivariate equity options by means of copulas: Theory and application to the European derivatives market
Open Access
- 19 January 2011
- journal article
- Published by Springer Science and Business Media LLC in Journal of Derivatives & Hedge Funds
- Vol. 16 (4), 303-318
- https://doi.org/10.1057/jdhf.2010.5
Abstract
No abstract availableKeywords
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- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973