Dynamic Copula Toolbox

MaRDI QIDQ26779swMATHFDO

Official website http://www.mathworks.com/matlabcentral/fileexchange/29303-dynamic-copula-toolbox-3-0

Cited in

(3)

• factorstochvol
• Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach
• Age-specific copula-AR-GARCH mortality models

This page was built for software: Dynamic Copula Toolbox