Multivariate moments expansion density: Application of the dynamic equicorrelation model

  1. Ñíguez, T.-M.
  2. Perote, J.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 2016

Volume: 72

Pages: S216-S232

Type: Article

DOI: 10.1016/J.JBANKFIN.2015.12.012 GOOGLE SCHOLAR