Work

Quasi-copulas with a prescribed sub-track section

Year: 2026

Type: preprint

Abstract: In this paper, we consider the quasi-copulas and copulas with a prescribed sub-track section, i.e., with given values along the curve segment connecting the points (x0,0) and (1,1-x0) for 0

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2610.01247

Authors: Xie, Jiehua, Zou, Wei

Institution: Jiangxi University of Water Resources and Electric Power

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Natural Science Foundation of Jiangxi Province

Awards: G1334882492, G8393566504

OpenAlex ID: W7215715696

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