Simulating copulas

Simulating copulas: stochastic models, sampling algorithms and applications

by Mai, Jan-Frederik

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Title Statements

  • Full title :Simulating copulas : stochastic models, sampling algorithms and applications / Jan-Frederik Mai, Matthias Scherer.

Edition Statements

  • Publication Date:2017
  • Edition:2nd edition

Publication Statements

The Physical Object

  • Description:1 volume.

Edition Identifiers

  • ISBN:9789813149243, 9813149248, 9789813149991, 981314999X
  • oclc:on1006752844
  • Dewey Decimal:519.535

Subjects

Copulas (Mathematical statistics) Copules (Statistique mathématique)

Writers

Mai, Jan-Frederik

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