Simulating copulas: stochastic models, sampling algorithms, and applications/
Jan-Frederik Mai, Matthias Scherer ; with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber.
- 2nd edition.
- xvii, 338 pages: illustrations; 24 cm.
- Series in quantitative finance, vol. 6 1756-1604; .
- Series in quantitative finance; v. 6. .
Includes bibliographical references (pages 323-334) and index.