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Multivariate statistics / Actuarial science / Copula / Covariance and correlation / Correlation and dependence / Volatility / Wiener process / Rainbow option / Statistics / Statistical dependence / Mathematical finance


Implied correlation in the L´evy copula model1 The University of Hong Kong Dani¨el Linders, Wim Schoutens August 8, [removed]Linders,
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Document Date: 2014-08-12 04:04:08


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File Size: 522,90 KB

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