Kim, Young S.; Lee, Jaesung; Mittnik, Stefan und Park, Jiho
(2015):
Quanto option pricing in the presence of fat tails and asymmetric dependence.
In: Journal of Econometrics, Vol. 187, No. 2: pp. 512-520
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
| Subjects: | 500 Science > 510 Mathematics |
| Language: | English |
| Item ID: | 31573 |
| Date Deposited: | 19. Dec 2016 14:05 |
| Last Modified: | 04. Nov 2020 13:08 |
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