Krause, D.; Scherer, M.; Schwinn, J.; Werner, R.
Membership testing for Bernoulli and tail-dependence matrices
Journal of Multivariate Analysis
2018
168
Nov
240-260

Escobar, M.; Krause, D.; Zagst, R.
Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options
Review of Derivatives Research
2016
19
3
165-200

Krause, D.; Scherer, M.
Bernoulli and tail-dependence matrices: A simple numerical test
Working Paper
2015