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"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


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Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


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Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


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Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org


Successfully Published

Successfully Published Volume 4,Issue 5,Sept.-Oct.,2017


Submissions open

"Submissions Open For Volume 4,Issue 6,Nov.-Dec.,2017"


Mail your paper at E-mail:

Mail your paper at E-mail: submit2ijasm@yahoo.in , submit@ijasm.org



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Pricing Bivariate Option under an Improved GARCH Process with Dynamic Copula Models

  • Li, Juan
  • Chu, Hong Rui
This paper uses a modified GARCH process and dynamic copula function to study the price of bivariate options. Our model incorporates the time-dependent correlation between underlying assets, which is a common phenomenon in financial practice but be few considered in previous researches...
Select Volume / Issue:
Year:
2017
Type of Publication:
Article
Keywords:
Call on max option; GARCH process; H transformation; Dynamic Copula
Journal:
IJASM
Volume:
4
Number:
6
Pages:
141-146
Month:
November
ISSN:
2394-2894
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