Hector Ciruelos

Calypso Technology

17 Dominion Street

London, EC2M 2EF

United Kingdom

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Scholarly Papers (1)

1.

Trapped by the Tails of the Bivariate Normal Distribution

Number of pages: 8 Posted: 04 Dec 2013
Fabien Le Floc'h, Hector Ciruelos and Alexander PrĂ¼ll
Calypso Technology, Calypso Technology and Erste Group Bank AG
Downloads 105 (260,852)

Abstract:

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bivariate normal distribution, normal distribution, partial barrier option, finance