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Abba Mallam Hassane
ORCID
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Gaussian Mixture
Dependence Structure
Option Pricing
Stock Price
Top Venues
Int. J. Math. Math. Sci.
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Publications
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Abba Mallam Hassane
,
Diakarya Barro
,
Wendkouni Yaméogo
,
Saley Bisso
Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas.
Int. J. Math. Math. Sci.
2021 (2021)