Currently i am working a paper related copula theory and martingale, So Can anyone recommend and resources for an copulas with martingale?
yes, the following article: A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring
available fulltext at the link
http://www.sciencedirect.com/science/article/pii/S0047259X00919596
and, the follwoing link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1160337
Thanks for your valuable answers with resources.......... i got lot of solution from above links.....
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