Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives |
scientific article |
Statements
Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (English)
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20 September 2013
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Bernstein copulas
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multi-asset derivatives pricing
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numerical implementation
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