synovial-joint
发表于 2025-3-28 18:30:53
978-3-319-86973-5The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
BLAZE
发表于 2025-3-28 19:33:51
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Blazon
发表于 2025-3-29 00:32:43
Numerical Tools: Basket Expansionssented in the Marshall-Olkin copula model, most of the numerical techniques are generic and could be used with other copulas as well. The methods presented span a large spectrum of applied mathematics: Fourier transforms, changes of probability measure, numerical stable schemes, high-dimensional Sobol integration, recursive convolution algorithms.
连锁
发表于 2025-3-29 06:44:40
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男生如果明白
发表于 2025-3-29 08:19:58
CDO-Squared: Correlation of Correlationoducts such as “CDOs of CDOs” (also known as “CDO-Squared”) is mainly driven by correlation of correlation effects. First, We extend the first-to-default replication method to baskets of basket products.
absorbed
发表于 2025-3-29 13:06:38
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HAIRY
发表于 2025-3-29 15:50:19
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调情
发表于 2025-3-29 20:45:27
Numerical Tools: Basket Expansionssented in the Marshall-Olkin copula model, most of the numerical techniques are generic and could be used with other copulas as well. The methods presented span a large spectrum of applied mathematics: Fourier transforms, changes of probability measure, numerical stable schemes, high-dimensional Sob
AWL
发表于 2025-3-30 03:06:40
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愤慨一下
发表于 2025-3-30 04:54:34
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