On Minimal Copulas under the Concordance Order

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1573-2878

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: On Minimal Copulas under the Concordance Order ; volume:184 ; number:3 ; day:10 ; month:12 ; year:2019 ; pages:762-780 ; date:3.2020
Journal of optimization theory and applications ; 184, Heft 3 (10.12.2019), 762-780, 3.2020

Creator: Ahn, Jae Youn
Fuchs, Sebastian

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10957-019-01618-4

URN: urn:nbn:de:101:1-2020050521423651934975

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 11:02 AM CEST

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Ahn, Jae Youn
Fuchs, Sebastian
SpringerLink (Online service)

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On Minimal Copulas under the Concordance Order

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Other Objects (12)

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An order for asymmetry in copulas, and implications for risk management

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