Marius Hofert

MathSciNet


Dr. rer. nat. Universität Ulm 2010 Germany
Dissertation: Sampling Nested Archimedean Copulas with Applications to CDO Pricing
Mathematics Subject Classification: 62—Statistics

Advisor 1: Ulrich Stadtmüller
Advisor 2: Rüdiger Kiesel

No students known.

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