Sampling nested Archimedean copulas (Q3518409)

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Sampling nested Archimedean copulas
scientific article

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    title
    Sampling nested Archimedean copulas (English)
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    publication date
    7 August 2008
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    Mathematics Subject Classification ID
    00A72
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    11K45
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    60E10
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    62E15
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    65C05
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    zbMATH DE Number
    5308950
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    zbMATH Keywords
    Archimedean copulas
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    Laplace transforms
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    stochastic simulation
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    OpenAlex ID
    W2162585472
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