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Writer : Salavati، Erfan ؛ Corresponding Author : Mohseni، Nazanin ؛
Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2021, Volume 1- Number 2 (15 page(s) - From 57 to 71 )
Keywords:CRASHHeavy TailFactor CopulaSimulated Method of MomentNewton-Raphson MethodRobbins-Monroe Algorithm