Simulating copulas stochastic models, sampling algorithms and applications
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
c2012
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| Schriftenreihe: | Series in quantitative finance
v. 4 |
| Schlagworte: | |
| Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
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