Hassane, A. M., Diakarya, B., WendKouni, Y., & Bisso, S. Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas. Wiley.
Chicago Style (17th ed.) CitationHassane, Abba Mallam, Barro Diakarya, Yaméogo WendKouni, and Saley Bisso. Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas. Wiley.
MLA (9th ed.) CitationHassane, Abba Mallam, et al. Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas. Wiley.
Warning: These citations may not always be 100% accurate.