Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market

No abstract is available for this paper.

• Publication year

  2009

• Venue

  The European Journal of Finance

• Publication date

  2009-06-09

• Fields of study

  Mathematics, Business, Economics

• Identifiers
  DOI 10.1080/13518470902895344
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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