INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA |
scientific article; zbMATH DE number 6180166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA |
scientific article; zbMATH DE number 6180166 |
Statements
INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (English)
0 references
24 June 2013
0 references
Gaussian copula
0 references
dynamic copula
0 references
credit derivatives
0 references
counterparty risk
0 references
CVA
0 references
hedging
0 references
