The Checkerboard Copula and Dependence Concepts

Liyuan Lin, Ruodu Wang, Ruixun Zhang, Chaoyi Zhao. The Checkerboard Copula and Dependence Concepts. SIAM J. Financial Math., 16(2):426-447, 2025. [doi]

Authors

Liyuan Lin

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Ruodu Wang

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Ruixun Zhang

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Chaoyi Zhao

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