Michael N. Bennett

Merrill Lynch, UK

Quantitative Analyst

Merrill Lynch Financial Centre

2 King Edward Street

LONDON, EC1A 1HQ

United Kingdom

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Quanto Pricing with Copulas

University of Warwick Statistics Department Research Report No. 415
Number of pages: 44 Posted: 25 Jul 2003
Michael N. Bennett and Joanne Kennedy
Merrill Lynch, UK and University of Warwick - Department of Statistics
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