Option pricing with bivariate risk-neutral density via copula and heteroscedastic model : A Bayesian approach

التفاصيل البيبلوغرافية
العنوان:	Option pricing with bivariate risk-neutral density via copula and heteroscedastic model : A Bayesian approach
المؤلفون:	Lopes, Lucas Pereira, Cancho, Vicente Garibay, Louzada, Francisco
المصدر:	Brazilian Journal of Probability and Statistics, 2019 Jan 01. 33(4), 801-825.
URL الوصول:	https://www.jstor.org/stable/26902223
قاعدة البيانات:	JSTOR Journals

الوصف
تدمد:	01030752 23176199