Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226)
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scientific article; zbMATH DE number 5934645
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| English | Approximation of bivariate copulas by patched bivariate Fréchet copulas |
scientific article; zbMATH DE number 5934645 |
Statements
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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0.7430534362792969
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0.7349107265472412
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0.7339176535606384
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0.7320559024810791
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0.7197661995887756
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