Open AccessCopula and default correlation
Author(s) -
Dongxiang Yan
Publication year - 2010
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.4258
Subject(s) - copula (linguistics) , multivariate statistics , econometrics , gaussian , correlation , multivariate normal distribution , computer science , mathematics , statistical physics , statistics , physics , geometry , quantum mechanics
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