Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications

By Jan-Frederik Mai, Matthias Scherer. 2020

99 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/988f81a01b35fa5ec57c041cc790954105be39ac