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