C
copulasForDexApps
Copula functions for option ranking in DEX applications. Includes Clayton, Frank and Gumbel copulas: one parametric copulas, FNACs, PNACs and hierarchies of copula functions. Coded in MATLAB 7.11.0 (R2010b).
Copula functions for option ranking in DEX applications. Includes Clayton, Frank and Gumbel copulas: one parametric copulas, FNACs, PNACs and hierarchies of copula functions. Coded in MATLAB 7.11.0 (R2010b).