Mai, Jan-Frederik.
Simulating copulas : Stochastic models, sampling algorithms and applications /
Jan-Frederik Mai and Matthias Scherer.
- 2nd ed.
- Singapore : World Scientific, 2017.
- xvii, 338p
- Series in quantitative finance ; 6 .
9789813149243
2017302070
Copulas (Mathematical statistics)
Stochastic models
519.535 / MAI