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The top documents tagged [copula function cfx]
Documents
Copula Models and Speculative Price Dynamics Umberto Cherubini University of Bologna RMI Workshop National University of Singapore, 5/2/2010
216 views
Documents
Copula functions Advanced Methods of Risk Management Umberto Cherubini
34 views
Documents
Copula Functions and Markov Processes for Equity and Credit Derivatives
23 views
Documents
On the term structure of multivariate equity derivatives
50 views