Login / Signup

An efficient unified approach for spread option pricing in a copula market model.

Edoardo BertonLorenzo Mercuri
Published in: Ann. Oper. Res. (2024)
Keyphrases
  • option pricing
  • black scholes
  • expert knowledge
  • expert systems
  • prior knowledge
  • domain knowledge
  • probabilistic model
  • theoretical framework
  • text documents