Implied correlation in the L´evy copula model1 The University of Hong Kong Dani¨el Linders, Wim Schoutens August 8, [removed]Linders, - Rainbow option - Document - PDFSEARCH.IO

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	Implied correlation in the L´evy copula model1 The University of Hong Kong Dani¨el Linders, Wim Schoutens August 8, [removed]Linders, Add to Reading List Document Date: 2014-08-12 04:04:08 Open Document File Size: 522,90 KB Share Result on Facebook Facility The University of Hong Kong Dani¨el Linders / / Organization University of Hong Kong Dani¨el Linders / / Person Stock / / Position The L´evy copula model / rT / evy copula model / / SocialTag Multivariate statistics Actuarial science Copula Covariance and correlation Correlation and dependence Volatility Wiener process Rainbow option Statistics Statistical dependence

Implied correlation in the L´evy copula model1 The University of Hong Kong Dani¨el Linders, Wim Schoutens August 8, [removed]Linders,Add to Reading List