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Bivariate option pricing using dynamic copula models

van den Goorbergh,R.W.J.
; 
Genest,C.
; 
Werker,B.J.M.
Abstract
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DP 03122 (RT)
Date
2005
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Tilburg University Research Output Collection
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van den Goorbergh, R W J, Genest, C & Werker, B J M 2005, 'Bivariate option pricing using dynamic copula models', Insurance Mathematics & Economics, vol. 37, no. 1, pp. 101-114.
URI
https://hdl.handle.net/20.500.14602/43588
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