Simulating Copulas

DOI10.1142/p842zbMath1301.65001OpenAlexW4243088628MaRDI QIDQ3224015

Matthias Scherer, Jan-Frederik Mai

Publication date: 12 March 2012

Published in: Series in Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/p842

Mathematics Subject Classification ID

Related Items (57)

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Uses Software

• MersenneTwister

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