Lévy copulas: review of recent results (Q2956050)
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scientific article; zbMATH DE number 6675045
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lévy copulas: review of recent results |
scientific article; zbMATH DE number 6675045 |
Statements
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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0.866473913192749
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0.8614614605903625
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0.8378176689147949
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0.8321648240089417
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0.821272611618042
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