scientific article; zbMATH DE number 6961827
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Publication:4689012
DOI10.11908/J.ISSN.0253-374X.2018.02.018zbMath1413.91105MaRDI QIDQ4689012
Weifeng Ma, Lihua Sun, Junjia Zhang
Publication date: 22 October 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laplace transformnumerical inversionvariance reductioncollateralized debt obligationsmultifactor copula models
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10)
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