Optimal bounds for integrals with respect to copulas and applications (Q398667): Difference between revisions

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+Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options
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+Sharp Bounds for Sums of Dependent Risks
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+Latin hypercube sampling with dependence and applications in finance
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+Inequalities for distributions with given marginals
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+Q2893490
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+Tail asymptotics for dependent subexponential differences
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+Sharp bounds on the expected shortfall for a sum of dependent random variables
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+Solution of a statistical optimization problem by rearrangement methods
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+An introduction to copulas.
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+Assignment Problems
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+Proofs of Two Theorems on Doubly-Stochastic Matrices
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+Q5692271
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+Q3184619
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+A CENTRAL LIMIT THEOREM FOR LATIN HYPERCUBE SAMPLING WITH DEPENDENCE AND APPLICATION TO EXOTIC BASKET OPTION PRICING
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