On the use of copulas for calculating the present value of a general cash flow
Year of publication: |
2005
|
---|---|
Authors: | Goovaerts, Marc J. ; De Schepper, Ann ; Hua, Yong ; Darkiewicz, Grzegorz ; Vyncke, David |
Published in: |
Tijdschrift voor economie en management. - Leuven : Katholieke Universiteit, ISSN 0772-7674, ZDB-ID 860333-9. - Vol. 50.2005, 1, p. 69-93
|
Subject: | Cash Flow | Cash flow | Diskontierung | Discounting | Multivariate Verteilung | Multivariate distribution |
-
Meitner, Matthias, (2014)
-
Investment country risk premium influence on an enterprise estimated value
Vlaović Begović, Sanja, (2013)
-
Firm valuation with bankruptcy risk
Jennergren, Lars Peter, (2013)
- More ...
-
An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J., (2004)
-
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann, (2002)
-
On the distribution of cash flows using Esscher transforms
Vyncke, David, (2003)
- More ...