PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION

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Pu, Yuqi, and Seki Kim. “PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION”. The Pure and Applied Mathematics, vol. 21, no. 1, 2014, pp. 77-93, https://doi.org/10.7468/jksmeb.2014.21.1.77.
Pu, Y., & Kim, S. (2014). PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION. The Pure and Applied Mathematics, 21(1), 77-93. https://doi.org/10.7468/jksmeb.2014.21.1.77
Pu Y, Kim S. PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION. The Pure and Applied Mathematics. 2014;21(1):77-93.
Journal Category
Science
Mathematics
Refrences
Title Journal Journal Categories Citations Publication Date
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  • Science: Mathematics
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Estimation of copula-based semiparametric time series models Journal of Econometrics
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  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
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10.1016/0304-405X(81)90002-7 Journal of Financial Economics
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
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Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science6
Science: Mathematics4
Social Sciences: Commerce: Business4
Social Sciences: Finance4
Science: Mathematics: Probabilities. Mathematical statistics3
Social Sciences: Commerce: Business: Accounting. Bookkeeping2
Science: Biology (General)2
Social Sciences: Statistics1
Medicine: Medicine (General): Computer applications to medicine. Medical informatics1
The category Social Sciences: Economic theory. Demography: Economics as a science 6 is the most frequently represented among the references in this article. It primarily includes studies from Journal of Econometrics and Journal of Financial Economics. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION The Pure and Applied Mathematics
  • Science: Mathematics
 2015
Citations Analysis
Category Category Repetition
Science: Mathematics1
The category Science: Mathematics 1 is the most commonly referenced area in studies that cite this article.