Pricing multiasset equity options: How relevant is the dependence function?
| Autor: | Bedendo, Mascia, Campolongo, Francesca, Joossens, Elisabeth, Saita, Francesco |
|---|---|
| Zdroj: | In Journal of Banking and Finance 2010 34(4):788-801 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect