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Copulae in high dimensions: an introduction
Okhrin, Ostap
;
Ristig, Alexander
;
Xu, Ya-Fei
- In:
Applied quantitative finance
,
(pp. 247-277)
.
2017
Persistent link: https://www.econbiz.de/10011794966
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2
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
3
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
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