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Funções de Cópula na Precificação de Opções


  • Assis, Rodrigo M. de
  • Laurini, Márcio P.


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  • Assis, Rodrigo M. de & Laurini, Márcio P., 2008. "Funções de Cópula na Precificação de Opções," Insper Working Papers wpe_150, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Handle: RePEc:ibm:ibmecp:wpe_150

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    References listed on IDEAS

    1. Moita, Rodrigo M. S., 2006. "Entry and Externality: Hydroelectric Generators in Brazil," Insper Working Papers wpe_61, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Dutra, Joisa & Menezes, Flavio, 2005. "Lessons from the Electricity Auctions in Brazil," The Electricity Journal, Elsevier, vol. 18(10), pages 11-21, December.
    3. Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions," Papers 9504, Southern California - Department of Economics.
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