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scientific article; zbMATH DE number 6811494
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scientific article; zbMATH DE number 6811494

    Statements

    author
    Elisa Luciano
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    Patrizia Semeraro
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    publication date
    22 November 2017
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    zbMATH Keywords
    multivariate variance Gamma
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    Lévy process
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    copulas
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    nonlinear dependence
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    Identifiers

    Mathematics Subject Classification ID
    62H10
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    62P05
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    60G15
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    zbMATH DE Number
    6811494
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