Pages that link to "Item:Q2956050"
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The following pages link to Lévy Copulas: Review of Recent Results (Q2956050):
Displaying 11 items.
- Copula modeling for discrete random vectors (Q830311) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
- INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (Q5147994) (← links)
- Lévy Copulas: Dynamics and Transforms of Upsilon Type (Q5430582) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)