Pages that link to "Item:Q659106"
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The following pages link to A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106):
Displaying 11 items.
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- The complete mixability and convex minimization problems with monotone marginal densities (Q634547) (← links)
- Focal copulas: a common framework for various classes of semilinear copulas (Q727574) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Multivariate Fréchet copulas and conditional value-at-risk (Q1774665) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- CreditRisk<sup>+</sup>Model with Dependent Risk Factors (Q5379134) (← links)
- Bilateral Credit Valuation Adjustment of CDS Under Systemic and Correlated Idiosyncratic Risks (Q6489108) (← links)
- Invariant correlation under marginal transforms (Q6615380) (← links)