Multivariate Option Pricing Using Dynamic Copula Models

Rob van den Goorbergh (), C. Genest and Bas Werker

No 2003-122, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: option pricing; dynamic models; options (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (9)

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