Copula Theory and Probabilistic Sensitivity Analysis: Is there a Connection?

Published 2019 View Full Article

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Title
Copula Theory and Probabilistic Sensitivity Analysis: Is there a Connection?
Authors
Keywords
Robustness and sensitivity analysis, Simulation, Copula theory
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-03-28
DOI
10.1016/j.ejor.2019.03.034

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