The use of copulas in the study of certain transforms of random variables with applications in finance.
Kovacs, Edith
Acta Universitatis Apulensis. Mathematics - Informatics, Tome 11 (2006), p. 129-138 / Harvested from The Electronic Library of Mathematics
Full (PDF)
Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:117156 
@article{05509908,
     title = {The use of copulas in the study of certain transforms of random variables with applications in finance.},
     journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
     volume = {11},
     year = {2006},
     pages = {129-138},
     zbl = {1196.62057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05509908}
}

Kovacs, Edith. The use of copulas in the study of certain transforms of random variables with applications in finance.. Acta Universitatis Apulensis. Mathematics - Informatics, Tome 11 (2006) pp. 129-138. http://gdmltest.u-ga.fr/item/05509908/