Cherubini, Umberto; Romagnoli, Silvia - In: Applied Mathematical Finance 16 (2009) 4, pp. 307-314
A problem that is very relevant in applications of copula functions to finance is the computation of the survival copula, which is applied to enforce multivariate put-call parity. This may be very complex for large dimensions. The problem is a special case of the more general problem of volume...
