Sampling nested Archimedean copulas (Q3518409)
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scientific article; zbMATH DE number 5308950
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Sampling nested Archimedean copulas |
scientific article; zbMATH DE number 5308950 |
Statements
Sampling nested Archimedean copulas (English)
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7 August 2008
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Archimedean copulas
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Laplace transforms
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stochastic simulation
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0.9238618612289428
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0.9194086194038392
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0.9188050031661988
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0.9137972593307496
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0.8593150973320007
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