Browse by Subject Gaussian copula

Showing results 1 to 4 of 4

1
Copula-based direct utility models for correlated choice alternatives

Kim, Chul; Jun, Duk Bin; Park, Sungho, QME-QUANTITATIVE MARKETING AND ECONOMICS, v.20, no.1, pp.69 - 99, 2022-03

2
Large deviations in multifactor portfolio credit risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07

3
Positive Demand Spillover of Popular App Adoption: Implications for Platform Owners' Management of Complements

Lee, Mi Hyun; Han, Sang Pil; Park, Sungho; Oh, Wonseok, INFORMATION SYSTEMS RESEARCH, v.34, no.3, pp.961 - 995, 2023-09

4
바스켓 신용파생상품의 가격결정에 관한 사례연구 = Case study on the valuation of multi-name credit derivativeslink

김현우; Kim, Hyon-Woo; et al, 한국과학기술원, 2006

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