Default probability estimation via pair copula constructions (Q320930)
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scientific article; zbMATH DE number 6635773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default probability estimation via pair copula constructions |
scientific article; zbMATH DE number 6635773 |
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Default probability estimation via pair copula constructions (English)
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7 October 2016
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default probability
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Markov chain Monte Carlo
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multivariate contingent claim
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pair copula
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vines
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