output
20102024
most citedTowards Pricing Financial Derivatives with an IBM Quantum Computer

63 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2010Show all

1 paper · 1 filter

q-fin.PR2010

Perturbed Copula: Introducing the skew effect in the co-dependence

Alberto Elices, Jean-Pierre Fouque

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian cop…