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    Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas

    Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas by Abba Mallam Hassane, Barro Diakarya, Yaméogo WendKouni, Saley Bisso

    Published 2021-01-01
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