Similar Items: Pairs trading: a copula approach
- The mathematics of insider trading
- A Copula-Based Bivariate $$boldsymbol{q}$$-Weibull Distribution
- Modelling dependance in collateralied debt obligations with copulas
- A heuristic approach to the deterministic and stochastic air crew pairing problem
- Pricing multi-asset options with levy copulas
- Pricing 2-colour rainbows : nonparametric methods using copulae
Author: Bosman, Petrus
- Investigation of factor rotation routines in principal component analysis of stock returns
- Benefits of a Tree-Based model for stock selection in a South African context
- Two approaches to modelling the volatility skew
- Static hedging of barrier options : a review of four methods
- Pairs trading: a copula approach
- The LIBOR market model in the South African setting