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~person:"Okhrin, Ostap"
~person:"Prünster, Igor"
~subject:"Credit risk"
~subject:"Multivariate distribution"
~subject:"Nonparametric statistics"
~subject:"USA"
~type_genre:"Book section"
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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
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