Copulas, Multivariate Risk - Neutral Distributions and Implied Dependence Functions
Year of publication: |
[2007]
|
---|---|
Authors: | Coutant, Sophie |
Other Persons: | Durrleman, Valdo (contributor) ; Rapuch, Grégory (contributor) ; Roncalli, Thierry (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 5, 2001 erstellt |
Other identifiers: | 10.2139/ssrn.1032562 [DOI] |
Classification: | G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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