A copula-based approach for generating lattices (Q315036): Difference between revisions

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Revision as of 14:05, 12 July 2024

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A copula-based approach for generating lattices
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    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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