Dependence properties and comparison results for Lévy processes (Q2482691)
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scientific article; zbMATH DE number 5267013
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Dependence properties and comparison results for Lévy processes |
scientific article; zbMATH DE number 5267013 |
Statements
Dependence properties and comparison results for Lévy processes (English)
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23 April 2008
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Lévy processes
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Dependence concepts
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Lévy copula
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Dependence ordering
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Archimedean copula
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Ruin times
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Option pricing
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0.8648083806037903
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0.8617282509803772
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0.8070371150970459
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0.8048798441886902
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0.8016507029533386
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