Simulating copulas: stochastic models, sampling algorithms, and applications
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Bibliographic Details
Main Authors: Mai, Jan-Frederik 1982- (Author), Scherer, Matthias (Author)
Other Authors: Czado, Claudia (Contributor), Korn, Elke (Contributor), Korn, Ralf 1963- (Contributor), Stöber, Jakob (Contributor)
Format: Electronic eBook
Language:English
Published: New Jersey World Scientific [2017]
Edition:2nd edition
Series:Series in quantitative finance vol. 6
Subjects:
Online Access:TUM01
UEI01
Volltext
Physical Description:1 Online-Ressource (xvii, 338 Seiten) Illustrationen, Diagramme
ISBN:9789813149267
DOI:10.1142/10265

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