1. Durrleman, V., Nikeghbali, A., Roncalli, T., 2000. A simple transformation of copulas. Groupe de Recherche Opèrationnelle, Crèdit Lyonnais, France. Available at: gro.creditlyonnais.fr/content/rd/home_copulas.htm
2. Archimax copulas and invariance under transformations;Klement;C. R. Acad. Sci. Paris, Ser. 1,2005
3. Li, D., 2000. On default correlation: A copula function approach. Technical Report, Riskmetrics. A Riskmetrics Working Paper No. 99-07, Available at: www.riskmetrics.com
4. McGinty, L., Ahluwalia, R., 2004. A model for base correlation calculation. Technical Report, JP Morgan. Available at: www.math.nyu.edu
5. A method to obtain new copulas from a given one;Morillas;Metrika,2005