Original language | English |
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Pages (from-to) | 101-114 |
Journal | Insurance Mathematics & Economics |
Volume | 37 |
Issue number | 1 |
Publication status | Published - 2005 |
Bivariate option pricing using dynamic copula models
R.W.J. van den Goorbergh, C. Genest, B.J.M. Werker
Research output: Contribution to journal › Article › Scientific › peer-review
81
Citations
(Scopus)