"Probability density function" of a Clayton copula (d=2, cutoff at 7)
Kinga
Showing posts with label copula. Show all posts
Showing posts with label copula. Show all posts
Wednesday, January 16, 2008
Quantitative Arts
So who said quants r boring? Not creative? Fruit of today's work:
"Probability density function" of a Clayton copula (d=2, cutoff at 7)
"Probability density function" of a Clayton copula (d=2, cutoff at 7)
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