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Singular mixture copulas. (English) Zbl 1273.62114

Jaworski, Piotr (ed.) et al., Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Berlin: Springer (ISBN 978-3-642-35406-9/pbk; 978-3-642-35407-6/ebook). Lecture Notes in Statistics 213, 165-175 (2013).
MSC:  62H05 65C60
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