A Copula-Based Stochastic Frontier Model for Financial Pricing

Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta. A Copula-Based Stochastic Frontier Model for Financial Pricing. In Van-Nam Huynh, Masahiro Inuiguchi, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 4th International Symposium, IUKM 2015, Nha Trang, Vietnam, October 15-17, 2015, Proceedings. Volume 9376 of Lecture Notes in Computer Science, pages 151-162, Springer, 2015. [doi]

Abstract

Abstract is missing.