Open AccessCopula and default correlation
Author(s) -
Dongxiang Yan
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.4258
Subject(s) - copula (linguistics) , multivariate statistics , econometrics , gaussian , multivariate normal distribution , correlation , mathematics , statistics , computer science , statistical physics , physics , geometry , quantum mechanics