Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas.
| Autor: | Hassane, Abba Mallam1 (AUTHOR), Diakarya, Barro2 (AUTHOR), WendKouni, Yaméogo3 (AUTHOR), Bisso, Saley1 (AUTHOR) |
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| Zdroj: | International Journal of Mathematics & Mathematical Sciences. 9/2/2021, p1-9. 9p. |
| Databáze: | Academic Search Ultimate |
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