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OR   2002 International Conference of the German Operations Research Society
Wall of Fame | Most Viewed OR-2002 Paper
OR
2002
Springer
10 years 1 months ago
Copulae as a new tool in financial modelling
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
Elisa Luciano, Marina Marena
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