Bivariate option pricing using dynamic copula models

R.W.J. van den Goorbergh, C. Genest, B.J.M. Werker

Research output: Contribution to journalArticleScientificpeer-review

63 Citations (Scopus)
Original languageEnglish
Pages (from-to)101-114
JournalInsurance: Mathematics & Economics
Volume37
Issue number1
Publication statusPublished - 2005

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