Tensor Approximation of Generalized Correlated Diffusions for Decomposing Copulas: Part A-Reference-Cited by-同舟云学术

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Tensor Approximation of Generalized Correlated Diffusions for Decomposing Copulas: Part A

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dalessandro Antonio,Peters Gareth William

Publisher

Elsevier BV

Reference31 articles.

1. Pair-copula constructions of multiple dependence;Kjersti Aas;Insurance: Mathematics and economics,2009

2. Credit models and the crisis: A journey into CDOs, copulas, correlations and dynamic models;Brigo;Journal of Multivariate Analysis,2000

3. Multivariate archimax copulas;Arthur Charpentier;Journal of Multivariate Analysis,2014

Cited by 1 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

1. Efficient and Accurate Evaluation Methods for Concordance Measures via Functional Tensor Characterizations of Copulas;Methodology and Computing in Applied Probability;2019-12-05

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