Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536)
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scientific article; zbMATH DE number 6210185
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| English | Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives |
scientific article; zbMATH DE number 6210185 |
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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0.8889922
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0.8883836
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0.8720443
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0.87166095
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0.8715323
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0.86982346
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0.8690859
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0.8687207
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