Work

A Simple Transformation of Copulas

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1032543

Authors: Valdo Durrleman, Ashkan Nikeghbali, Thierry Roncalli

Institutions: Centre National de la Recherche Scientifique, École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique, Université d'Évry Val-d'Essonne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1559737992

Cites: 8

Cited by: 35

Related to: 10