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Improved fréchet.hoeffding bounds on d-copulas and applications in model-free finance
Authors:
Lux,Thibaut Papapantoleon, Antonis
Citation:
Lux,thibaut et Papapantoleon, Antonis, Improved fréchet.hoeffding bounds on d-copulas and applications in model-free finance, Annals of applied probability , 27(6), 2017, pp. 3633-3671
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