Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Lévy Copulas: Review of Recent Results - MaRDI portal

Lévy Copulas: Review of Recent Results (Q2956050)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Lévy Copulas: Review of Recent Results
scientific article

    Statements

    title
    Lévy Copulas: Review of Recent Results (English)
    0 references
    author
    Peter Tankov
    0 references
    publication date
    16 January 2017
    0 references
    zbMATH Keywords
    Lévy processes
    0 references
    Lévy copulas
    0 references
    Monte Carlo simulation
    0 references
    statistical estimation
    0 references
    risk management
    0 references
    regular variation
    0 references
    cites work

    Identifiers

    Mathematics Subject Classification ID
    60G51
    0 references
    60E05
    0 references
    62F10
    0 references
    62G05
    0 references
    zbMATH DE Number
    6675045
    0 references
    OpenAlex ID
    W2269134697
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2956050&oldid=36300920"
    Powered by MediaWiki