A copula-based approach for generating lattices (Q315036): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
Normal rank |
Revision as of 23:58, 4 March 2024
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)
0 references
19 September 2016
0 references
stochastic processes
0 references
discrete models
0 references
option pricing
0 references
copulas
0 references