Modeling defaults with nested Archimedean copulas (Q621757)
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: Modeling defaults with nested Archimedean copulas |
scientific article; zbMATH DE number 5842745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling defaults with nested Archimedean copulas |
scientific article; zbMATH DE number 5842745 |
Statements
Modeling defaults with nested Archimedean copulas (English)
0 references
28 January 2011
0 references
