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Sampling Nested Archimedean Copulas: with Applications to CDO Pricing,Used Sampling Nested Archimedean Copulas: with Applications to CDO Pricing,Used
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Sampling Nested Archimedean Copulas: with Applications to CDO Pricing,Used
Copulas are distribution functions with standard uniform univariate margins. A famous class of copulas consists of Archimedean copulas, which are constructed by a onedimensional function...
Sale price$150.62 Regular price$215.17
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