Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-3-642-35407-6_13 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1496244396 / rank | |||
Normal rank |
Latest revision as of 01:17, 20 March 2024
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)
0 references
20 September 2013
0 references
Bernstein copulas
0 references
multi-asset derivatives pricing
0 references
numerical implementation
0 references