Sampling nested Archimedean copulas (Q3518409): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/00949650701255834 / rank
 
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Latest revision as of 14:19, 28 June 2024

scientific article
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English
Sampling nested Archimedean copulas
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    Sampling nested Archimedean copulas (English)
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    7 August 2008
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    Archimedean copulas
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    Laplace transforms
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    stochastic simulation
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