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A Copulas-Based Approach to Modeling Dependence in Decision Trees
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  • 1999An Introduction to Copulas7,743 cited
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  • 1958Ordinal Measures of Association740 cited
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  • 1999Correlations and Copulas for Decision and Risk Analysis343 cited
  • 1992Copulas and Markov processes335 cited
  • 2002Multivariate extremes, aggregation and dependence in elliptical distributions251 cited
  • 2005Using Binomial Decision Trees to Solve Real-Option Valuation Problems246 cited
  • 2006Extreme Financial Risks : From Dependence to Risk Management239 cited
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  • 2005Alternative Approaches for Solving Real-Options Problems148 cited
  • 1975Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients136 cited
  • 1992The Effect of Neglecting Correlations When Propagating Uncertainty and Estimating the Population Distribution of Risk

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  • 2016Valuation of projects with minimum revenue guarantees: A Gaussian copula–based simulation approach30 cited