Simulating copulas : stochastic models, sampling algorithms and applications /
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Mai, Jan-Frederik |
Otros Autores: | Scherer, Matthias, 1979- |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2012.
|
Colección: | Series in quantitative finance ;
v. 4. |
Temas: | |
Acceso en línea: | Texto completo |
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