the specification of the copula of interest with its parameters,
the specification of the marginal laws of interest of the input variables .
The joined cumulative density function is therefore defined by:
For all -box , we have , where:
, the summation being made over the vertices of .
- if for an even number of , otherwise.
See the list of available copulas.
Nelsen, Introduction to Copulas
Embrechts P., Lindskog F., Mc Neil A., Modelling dependence with copulas and application to Risk Management, ETZH 2001.