Warren Hahn

University of Texas at Austin - Red McCombs School of Business

Austin, TX 78712

United States

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Scholarly Papers (1)

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Sensitivity Analysis of Model Input Dependencies Using Copulas

Number of pages: 34 Posted: 21 Oct 2015 Last Revised: 22 Jan 2016
Tianyang Wang, James Dyer and Warren Hahn
Colorado State University - Department of Finance & Real Estate, University of Texas at Austin and University of Texas at Austin - Red McCombs School of Business
Downloads 68 (414,369)

Abstract:

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Decision Analysis, Sensitivity Analysis, Correlations, Dependence, Copulas