Tail Dependenceo f Student'st Copula and Double t Copula and Their Effects on Pricing Credit Derivative

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Puntipa Wanitjirattikal Seksan Kiatsupaibul

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Wanitjirattikal, P., & Kiatsupaibul, S. (1). Tail Dependenceo f Student’st Copula and Double t Copula and Their Effects on Pricing Credit Derivative. Science & Technology Asia, 12(2), 1-9. Retrieved from https://www.tci-thaijo.org/index.php/SciTechAsia/article/view/41513
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