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【国际会议】Waste Plastic Modified Asphalt Binders and Mixtures（线上）
长安大学公路学院 Waste Plastic Modified Asphalt Binders Mixtures
2023/4/23
【国际会议】Waste Plastic Modified Asphalt Binders and Mixtures（线上）详情见下文：
Tails of correlation mixtures of elliptical copulas
Copula tail dependence penultimate tail dependence stochastic correlation Gaussian copula t -copula stock market return
2010/11/3
Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much ...
State price density estimation via nonparametric mixtures
Black–Scholes equation European call options nonparametric mixture state price density
2010/11/2
We consider nonparametric estimation of the state price density encapsulated in option prices. Unlike usual density estimation problems,we only observe option prices and their corresponding strike pri...