Zhengsheng Chen

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
The appearance of new Copula functions-distorted Copula functions are attracted more and more attention. In this paper, by using Monte Carlo simulation, we find that the tail dependence of distorted Copula functions is better than that of normal Gaussian Copula functions. By using distorted copula functions to price BDS, we investigate the default risk of(More)
  • 1