Adán Díaz-Hernández

Available identifiers

zbMath Open diaz-hernandez.adanMaRDI QIDQ2059100

List of research outcomes

Publication	Date of Publication	Type
The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series	2022-05-09	Paper
Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management	2021-12-13	Paper
Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach	2021-01-28	Paper
PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY	2020-06-02	Paper

Research outcomes over time

This page was built for person: Adán Díaz-Hernández