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"Comonotonic asset prices in arbitrage-free markets."

Jan Dhaene, Alexander Kukush, Daniël Linders (2020)

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DOI: 10.1016/J.CAM.2019.06.026

access: closed

type: Journal Article

metadata version: 2020-02-20

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  - https://dblp.org/rec/journals/jcam/DhaeneKL20
Jan Dhaene, Alexander Kukush, Daniël Linders:
Comonotonic asset prices in arbitrage-free markets. J. Comput. Appl. Math. 364 (2020)

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