Dependence properties and comparison results for Lévy processes (Q2482691)
From MaRDI portal
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)
0 references
23 April 2008
0 references
Lévy processes
0 references
Dependence concepts
0 references
Lévy copula
0 references
Dependence ordering
0 references
Archimedean copula
0 references
Ruin times
0 references
Option pricing
0 references
0 references
0 references
0 references
