Sal Ly

Ton Duc Thang University

19 Nguyen Huu Tho

District 7

Ho Chi Minh City, Ho Chi Minh 0848

Vietnam

SCHOLARLY PAPERS

2

DOWNLOADS

248

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Distribution of Quotient of Dependent and Independent Random Variables Using Copulas

Number of pages: 27 Posted: 06 Aug 2019
Ton Duc Thang University, Ton Duc Thang University, Ton Duc Thang University and Asia University, Department of Finance
Downloads 129 (419,157)
Citation 1

Abstract:

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Copulas, Dependence structures, Quotient of random variables, Density functions, Distribution functions

2.

Determining Distribution for the Product of Random Variables by Using Copulas

Number of pages: 18 Posted: 06 Aug 2019
Ton Duc Thang University, Ton Duc Thang University, Ton Duc Thang University and Asia University, Department of Finance
Downloads 119 (445,570)
Citation 10

Abstract:

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Copulas, Dependence structures, Product of random variables, Density functions, Distribution functions