Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals (Q5261315): Difference between revisions
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scientific article; zbMATH DE number 6455183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals |
scientific article; zbMATH DE number 6455183 |
Statements
Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals (English)
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3 July 2015
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