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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 (...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Singapore ; Hackensack, NJ :
World Scientific,
©2012.
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| Collection: | Series in quantitative finance ;
v. 4. |
| Sujets: | |
| Accès en ligne: | Texto completo |