[Quantlib-dev] [ quantlib-Patches-2908279 ] Additional copulas

[SourceForge.net <no...@so...>]

Patches item #2908279, was opened at 2009-12-03 18:19
Message generated for change (Settings changed) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2908279&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Hachemi Benyahia (hachemidxp)
>Assigned to: Nobody/Anonymous (nobody)
Summary: Additional copulas

Initial Comment:
Additional copulas used in risk management:

- Ali-Mikhail-Haq copula
- Galambos copula
- Husler-Reiss copula
- Plackett copula

Thank you

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2908279&group_id=12740