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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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Hackensack, NJ
World Scientific Pub.
2017
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| Edition: | Second edition. |
| Series: | Series in quantitative finance
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| Subjects: | |
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Perpustakaan Jeneral Tun Ibrahim
| Copy | On Shelf |
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