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Laplace copulas of multifactor gamma distributions are new generalized Farlie-Gumbel-Morgenstern copulas - MaRDI portal

Laplace copulas of multifactor gamma distributions are new generalized Farlie-Gumbel-Morgenstern copulas

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Publication:6280018

arXiv1611.07242MaRDI QIDQ6280018

Philippe Bernardoff

Publication date: 22 November 2016











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