Comonotonicity and beyond: application to truncate interest rates and construction of a comonotonicity measure

Publication

Title				Comonotonicity and beyond: application to truncate interest rates and construction of a comonotonicity measure

Author				Koch, Inge

Language				English

Publication				Antwerpen : Universiteit Antwerpen, Faculteit Wetenschappen, Wiskunde , 2007

Volume/pages				179 p.

UAntwerpen

Faculty/Department				Faculty of Business and Economics

Research group
Publication type				Doctoral thesis

Affiliation				Publications with a UAntwerp address

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Creation

08.10.2008

Last edited

07.10.2022

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