@article{pricingmultivariateeuropeanequityoption,
  title = {Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas},
  author = {Hassane Abba Mallam and Diakarya Barro and Yameogo WendKouni and Bisso Saley},
  year = {2021},
  eprint = {2105.10599},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.10599v1},
}