"Pricing Multivariate European Equity Option Using Gaussians Mixture ..."

Abba Mallam Hassane et al. (2021)

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DOI: 10.1155/2021/7648093

access: open

type: Journal Article

metadata version: 2022-10-02

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Abba Mallam Hassane, Diakarya Barro, Wendkouni Yaméogo, Saley Bisso:
Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas. Int. J. Math. Math. Sci. 2021: 7648093:1-7648093:9 (2021)

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