Pricing Rainbow Options Using Garch-Copula
Lucas Pereira Lopes Vicente Garibay Cancho; Francisco Louzada; Workshop on Probabilistic and Statistical Methods - WPSM (6. 2018 São Carlos)
Abstracts São Carlos : ICMC/USP - DEs/UFSCar, 2018São Carlos ICMC/USP - DEs/UFSCar 2018
Acesso online. A biblioteca também possui exemplares impressos.
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