The following pages link to Perturbed Gaussian copula (Q3572012):
Displaying 10 items.
- Perturbation of bivariate copulas (Q529361) (← links)
- A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula (Q1958420) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- Dependence structure between LIBOR rates by copula method (Q2258129) (← links)
- Normal tempered stable copula (Q2339016) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912) (← links)
- Gaussian copula under multiscale volatility (Q3552654) (← links)
- (Q5155966) (← links)
- A Compendium of Copulas (Q5162881) (← links)