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Computation of copulas by Fourier methods - MaRDI portal

Computation of copulas by Fourier methods (Q3437793)

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scientific article
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English
Computation of copulas by Fourier methods
scientific article

    Statements

    publication date
    9 May 2007
    0 references
    arXiv classification
    math.PR
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    q-fin.CP
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G48
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    60G51
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    91G80
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    zbMATH DE Number
    5151092
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    arXiv ID
    1108.1216
    0 references
     
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