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Approximation of bivariate copulas by patched bivariate Fréchet copulas - MaRDI portal

Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226)

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English
Approximation of bivariate copulas by patched bivariate Fréchet copulas
scientific article

    Statements

    title
    Approximation of bivariate copulas by patched bivariate Fréchet copulas (English)
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    author
    Jianhua Z. Huang
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    YanTing Zheng
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    Jing-Ping Yang
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    publication date
    1 August 2011
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    zbMATH Keywords
    patched bivariate Fréchet copula
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    rainbow options
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H20
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    62P05
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    91G70
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    91G20
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    zbMATH DE Number
    5934645
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    OpenAlex ID
    W2170446030
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