Computation of copulas by Fourier methods
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Publication:3437793
zbMath1186.91199arXiv1108.1216MaRDI QIDQ3437793
Publication date: 9 May 2007
Full work available at URL: https://arxiv.org/abs/1108.1216
Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Financial applications of other theories (91G80) Portfolio theory (91G10)
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