Zobrazeno 1 - 1
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pro vyhledávání: '"Brian Wesley Muganda"'
Publikováno v:
Scientific African, Vol 21, Iss , Pp e01765- (2023)
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry. This approach offered simplicity and flexib
Externí odkaz:
https://doaj.org/article/d5b81d1d42dd4343947677cab5200ae4
