Multivariate moments expansion density: Application of the dynamic equicorrelation model

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

ISSN: 0378-4266

Argitalpen urtea: 2016

Alea: 72

Orrialdeak: S216-S232

Mota: Artikulua

DOI: 10.1016/J.JBANKFIN.2015.12.012 GOOGLE SCHOLAR