Table of Contents
Journal of Probability
Volume 2014, Article ID 839204, 11 pages
Research Article

Multivariate Option Pricing with Pair-Copulas

1Group Strategic Planning and Control at Generali, Head Office, Via N. Machiavelli 4, 34132 Trieste, Italy
2Department of Computer Science, University of Verona, Strada le Grazie 15, 37134 Verona, Italy

Received 31 July 2014; Accepted 9 December 2014; Published 25 December 2014

Academic Editor: Edward Furman

Copyright © 2014 Anna Barban and Luca Di Persio. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Anna Barban and Luca Di Persio, “Multivariate Option Pricing with Pair-Copulas,” Journal of Probability, vol. 2014, Article ID 839204, 11 pages, 2014.