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Bivariate option pricing using dynamic copula models

Rob van den Goorbergh (), Christian Genest and Bas Werker ()

Insurance: Mathematics and Economics, 2005, vol. 37, issue 1, 101-114

Date: 2005
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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