Shuffles of copulas
By Fabrizio Durante, Peter Sarkoci, Carlo Sempi. 2009
56 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/86689026585683a643e18c2235440edbca736817
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In Finance
In Mathematical Physics
Citations in the corpus
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2015, background): “In case all Si are bijections with measurable 304 inverse then A will be called generalized shuffle of the minimum copula Mρ, 305 if, additionally, all Si are piecewise linear then A will be called shuffle of the 306 minimum copula Mρ (see [10] as well as [12], [13]).”
- Copula Theory: An Introduction (2010, unknown): “A recent generalization is discussed in [51].”