【作者(必填)】Michael N. Bennett and Joanne E. Kennedy

【文题(必填)】Quanto Pricing with Copulas

【年份(必填)】2004

【全文链接或数据库名称(选填)】
The Journal of Derivatives
Fall 2004, Vol. 12, No. 1: pp. 26-45
DOI: 10.3905/jod.2004.434535
http://www.iijournals.com/doi/ab ... 535?journalCode=jod