Lévy Copulas: Review of Recent Results (Q2956050)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy Copulas: Review of Recent Results |
scientific article |
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Lévy Copulas: Review of Recent Results (English)
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16 January 2017
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Lévy processes
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Lévy copulas
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Monte Carlo simulation
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statistical estimation
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risk management
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regular variation
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