A copula-based approach for generating lattices (Q315036): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W858042963 / rank | |||
Normal rank |
Revision as of 00:16, 20 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