Simulating copulas stochastic models, sampling algorithms and applications /
Main Author: | Jan-Frederik, Mai. |
---|---|
Corporate Author: | ebrary, Inc. |
Other Authors: | Scherer, Matthias. |
Format: | Book |
Language: | English |
Published: |
London :
Imperial College Press,
2012.
|
Series: | Series in quantitative finance,
v. 4 |
Subjects: | |
Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10583614 |
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