Pages that link to "Item:Q1704147"

The following pages link to Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147):

Displaying 18 items.

• Bounds on integrals with respect to multivariate copulas (Q727659) (← links)
• VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
• Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
• A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
• On minimal copulas under the concordance order (Q2302826) (← links)
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions (Q2374514) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
• Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
• Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
• Dedekind-MacNeille completion of multivariate copulas via ALGEN method (Q6079394) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)
• Representation of the infimum and supremum of a family of multivariate distribution functions (Q6588902) (← links)
• Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
• A new regression model for the analysis of bimodal censored data: a comparison with random survival forest (Q6654880) (← links)