DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION

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KIM, M.S., and SEKI KIM. “DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION”. The Pure and Applied Mathematics, vol. 22, no. 3, 2015, pp. 299-13, https://doi.org/10.7468/jksmeb.2015.22.3.299.
KIM, M., & KIM, S. (2015). DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION. The Pure and Applied Mathematics, 22(3), 299-313. https://doi.org/10.7468/jksmeb.2015.22.3.299
KIM M, KIM S. DIGITAL OPTION PRICING BASED ON COPULAS WITH STOCHASTIC SIMULATION. The Pure and Applied Mathematics. 2015;22(3):299-313.
Journal Category
Science
Mathematics
Refrences
Title Journal Journal Categories Citations Publication Date
PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION The Pure and Applied Mathematics
  • Science: Mathematics
 1 2014
Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments Methodology and Computing in Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 23 2013
Gaussian Copula Vs. Loans Loss Assessment: A Simplified And Easy-To-Use Model

 Journal of Business Case Studies (JBCS) 1 2012
The Pricing of Options and Corporate Liabilities Journal of Political Economy
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 14,629 1973
The Pricing of Options and Corporate Liabilities Journal of Financial Economics
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 0000
Refrences Analysis
Category Category Repetition
Social Sciences: Finance2
Social Sciences: Economic theory. Demography: Economics as a science2
Science: Mathematics1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Social Sciences: Commerce: Business1
The category Social Sciences: Finance 2 is the most frequently represented among the references in this article. It primarily includes studies from The Pure and Applied Mathematics and Journal of Financial Economics. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year