Dependence properties and comparison results for Lévy processes (Q2482691): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence properties and comparison results for Lévy processes |
scientific article |
Statements
Dependence properties and comparison results for Lévy processes (English)
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23 April 2008
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Lévy processes
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Dependence concepts
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Lévy copula
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Dependence ordering
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Archimedean copula
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Ruin times
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Option pricing
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