Using distortions of copulas to price synthetic CDOs (Q931170): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2007.10.007
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+W2087934179
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@@ Property / cites work @@
+Archimax copulas and invariance under transformations
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@@ Property / cites work @@
+A method to obtain new copulas from a given one
@@ Property / cites work: A method to obtain new copulas from a given one / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank