A copula-based approach for generating lattices (Q315036): Difference between revisions
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stochastic processes | |||
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discrete models | |||
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copulas | |||
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Revision as of 00:47, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A copula-based approach for generating lattices |
scientific article |
Statements
A copula-based approach for generating lattices (English)
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19 September 2016
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stochastic processes
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discrete models
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option pricing
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copulas
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