INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994)

From MaRDI portal
Revision as of 20:41, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 6180166
Language Label Description Also known as
English
INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA
scientific article; zbMATH DE number 6180166

    Statements

    title
    INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (English)
    0 references
    author
    Stéphane Crépey
    0 references
    Dongli Wu
    0 references
    publication date
    24 June 2013
    0 references
    Mathematics Subject Classification ID
    91G70
    0 references
    91G40
    0 references
    91G20
    0 references
    91G10
    0 references
    zbMATH DE Number
    6180166
    0 references
    zbMATH Keywords
    Gaussian copula
    0 references
    dynamic copula
    0 references
    credit derivatives
    0 references
    counterparty risk
    0 references
    CVA
    0 references
    hedging
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5299994&oldid=29347563"
    Powered by MediaWiki