modeling components: the nonparametric estimation and copula method for each marginal distribution of the portfolio and their …

possibility of extending Levy processes to multiasset product pricing by applying the copula method. Generally speaking, the … copula method enables us to introduce the dependence structure for arbitrary marginal distributions. The probabilistic … interpretation of copulas is thatwe may apply the copula method to write the multivariate distributions for any marginal …

error) using a copula method, and it makes inferences on the model parameters by maximizing the likelihood derived from the …