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Multivariate option pricing using dynamic copula models / by R.W.J. van den Goorbergh, C. Genest, B.J.M. Werker

<http://data.bibliotheken.nl/id/nbt/p258192100>

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rdfs:label "Multivariate option pricing using dynamic copula models / by R.W.J. van den Goorbergh, C. Genest, B.J.M. Werker"
schema:name "Multivariate option pricing using dynamic copula models"
schema:author Goorbergh, Rob Willem Jean van den (1976-)
schema:contributor Genest, Christian (Université Laval, Québec)
Werker, Bas Jan Mathieu (1969-)
schema:sameAs <http://www.worldcat.org/oclc/66778188>
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schema:inLanguage "en"
schema:isPartOf Discussion paper / Center for Economic Research
schema:numberOfPages 0
schema:publication <https://data.bibliotheken.nl/.well-known/genid/a79f2ae5399546c2609d59ddf43a5097>
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