Improved Fréchet–Hoeffding bounds on $d$-copulas and applications in model-free finance-Reference-Cited by-同舟云学术

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Improved Fréchet–Hoeffding bounds on $d$-copulas and applications in model-free finance

Published:2017-12-01 Issue:6 Volume:27 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Lux Thibaut,Papapantoleon Antonis

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aoap/1513328710

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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