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Epigram

Simulating Copulas

Simulating Copulas

Epigram

Simulating Copulas

4.5 (1,234)

Sold 100+ last 30 days

20% off first order

SGD 168.00

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About the Authors

The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedea...

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