Mai, Jan-Frederik
Simulating copulas : stochastic models, sampling algorithms, and applications [2nd ed.]
- 2nd ed.
- Singapore World Scientific 2017
- xvii, 338p. ; 23cm.
- Series in quantitative finance ; vol. 6 .
9789813149243
Copulas (Mathematical statistics) Stochastic models
519.535 / MAI.2E