Why the Black-Scholes Model is Good and the Gaussian Copula is Not
Abstract
Dariusz Gatarek brings the difference between users and makers into high relief and reminds us of the importance of choosing the right tool for the job.
Fields of Study & Subjects
Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Risk Management in Financial Firms
Publication details
- Journal / source
- Wilmott
- Volume
- 2026
- Issue
- 142
- Publication date
- 10 February 2026
- Language
- EN