Pricing rainbow options: Nonparametric methods using copulas

Original Articles

Pricing rainbow options: Nonparametric methods using copulas

Published in: Investment Analysts Journal
Volume 35 , issue 64 , 2006 , pages: 35–42
DOI: 10.1080/10293523.2006.11082483
Author(s): S Knox [AN0001] , P Ouwehand [AN0001]
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