Copula functions Advanced Methods of Risk Management Umberto Cherubini.
Copula Models and Speculative Price Dynamics Umberto Cherubini University of Bologna RMI Workshop National University of Singapore, 5/2/2010.
Copula functions Advanced Methods of Risk Management Umberto Cherubini
Copula Functions and Markov Processes for Equity and Credit Derivatives
On the term structure of multivariate equity derivatives
