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The top documents tagged [copula function cfx]
Copula Models and Speculative Price Dynamics Umberto Cherubini University of Bologna RMI Workshop National University of Singapore, 5/2/2010
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Copula functions Advanced Methods of Risk Management Umberto Cherubini
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Copula Functions and Markov Processes for Equity and Credit Derivatives
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On the term structure of multivariate equity derivatives
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