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zbMath1410.91447MaRDI QIDQ3456025

Athanasios Stavrou, Vesselin Petrov, Dariusz Gątarek

Publication date: 11 December 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Marshall-Olkin copula bottom-up approach CDO pricing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Derivative securities (option pricing, hedging, etc.) (91G20)

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