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Communication Dans Un Congrès Année : 2020

Sampling scheme for intractable copula function, application to the computation of tail events in factor copula model

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hal-04506728 , version 1 (15-03-2024)

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  • HAL Id : hal-04506728 , version 1

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Cyril Bénézet, Emmanuel Gobet, Rodrigo Targino. Sampling scheme for intractable copula function, application to the computation of tail events in factor copula model. 14th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing, Aug 2020, Oxford (UK), United Kingdom. ⟨hal-04506728⟩
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