The use of copulas in the study of certain transforms of random variables with applications in finance (Q3605260)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The use of copulas in the study of certain transforms of random variables with applications in finance |
scientific article; zbMATH DE number 5509908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The use of copulas in the study of certain transforms of random variables with applications in finance |
scientific article; zbMATH DE number 5509908 |
Statements
23 February 2009
0 references
joint distribution functions
0 references
marginals
0 references
value at risk
0 references
0.7709581851959229
0 references
0.7566177248954773
0 references
0.7345842719078064
0 references
0.7312383651733398
0 references
