Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226)
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scientific article
Language | Label | Description | Also known as |
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English | Approximation of bivariate copulas by patched bivariate Fréchet copulas |
scientific article |
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Approximation of bivariate copulas by patched bivariate Fréchet copulas (English)
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1 August 2011
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patched bivariate Fréchet copula
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rainbow options
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