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Q5121459 - MaRDI portal

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scientific article; zbMATH DE number 7246951
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English
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scientific article; zbMATH DE number 7246951

    Statements

    author
    Xue Gong
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    Songsak Sriboonchitta
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    Nguyen Trung Hung
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    Vladik Ya. Kreinovich
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    publication date
    14 September 2020
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    zbMATH Keywords
    bivariate extreme value copula
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    futures
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    consistent margin levels
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    CME group
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B84
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    62H05
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    zbMATH DE Number
    7246951
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