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"A Copula-based Regime-switching Model for Rainbow Option Pricing."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Ping Li, Libo Yin (2012)

Trier

Dagstuhl

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DOI: 10.1109/BIFE.2012.148

access: closed

type: Conference or Workshop Paper

metadata version: 2023-10-11

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Ping Li, Libo Yin:
A Copula-based Regime-switching Model for Rainbow Option Pricing. BIFE 2012: 140-143

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last updated on 2023-10-11 16:05 CEST by the dblp team

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