Modelling dependence in finance using copulas - Thierry Roncalli's ...
Modelling dependence in finance using copulas - Thierry Roncalli's ...
Modelling dependence in finance using copulas - Thierry Roncalli's ...
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modell<strong>in</strong>g: a unified approach with <strong>copulas</strong>, Groupe de Recherche Opérationnelle, Crédit<br />
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Humboldt-Universität zu Berl<strong>in</strong>, Work<strong>in</strong>g Paper<br />
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University of Warwick, Work<strong>in</strong>g Paper (orig<strong>in</strong>al version December 2000)<br />
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University of Tur<strong>in</strong>, Work<strong>in</strong>g Paper<br />
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copula, University of California, San Diego, Work<strong>in</strong>g Paper
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