IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/12164| Title: | Copula methods in option pricing |
| Authors: | Balaji, T. Shahapurkar, Nilesh |
| Keywords: | Copulas functions;Frank's copula;Gumbel's copula;Normal Copula |
| Issue Date: | 2006 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;1303 |
| URI: | http://hdl.handle.net/11718/12164 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2006_1303.pdf Restricted Access | SP_2006_1303 | 438.57 kB | Adobe PDF | View/Open Request a copy |
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