Publication:

Anisotropic stable Levy copula processes-analytical and numerical aspects

Date

Date

Date
2007
Journal Article
Published version
cris.lastimport.scopus2025-08-02T03:31:20Z
cris.lastimport.wos2025-07-11T01:34:25Z
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cris.virtualsource.orcid36b59f41-643b-4219-97e7-b578628fbaf7
dc.contributor.institutionUniversity of Zurich
dc.date.accessioned2014-10-24T11:36:16Z
dc.date.available2014-10-24T11:36:16Z
dc.date.issued2007
dc.identifier.doi10.1142/S0218202507002327
dc.identifier.othermerlin-id:4259
dc.identifier.scopus2-s2.0-34548097276
dc.identifier.urihttps://www.zora.uzh.ch/handle/20.500.14742/108130
dc.identifier.wos000251742300004
dc.language.isoeng
dc.subject.ddc330 Economics
dc.title

Anisotropic stable Levy copula processes-analytical and numerical aspects

dc.typearticle
dcterms.accessRightsinfo:eu-repo/semantics/closedAccess
dcterms.bibliographicCitation.journaltitleMathematical Models and Methods in Applied Sciences
dcterms.bibliographicCitation.number9
dcterms.bibliographicCitation.originalpublishernameSingapore; Teaneck, NJ: World Scientific, c1991-
dcterms.bibliographicCitation.pageend1443
dcterms.bibliographicCitation.pagestart1405
dcterms.bibliographicCitation.urlhttp://www.worldscientific.com/doi/abs/10.1142/S0218202507002327
dcterms.bibliographicCitation.volume17
dspace.entity.typePublicationen
uzh.contributor.affiliation#PLACEHOLDER_PARENT_METADATA_VALUE#
uzh.contributor.affiliationETH Zürich
uzh.contributor.affiliationETH Zürich
uzh.contributor.authorFarkas, Walter
uzh.contributor.authorReich, N
uzh.contributor.authorSchwab, C
uzh.contributor.correspondenceYes
uzh.contributor.correspondenceNo
uzh.contributor.correspondenceNo
uzh.document.availabilityno_document
uzh.eprint.datestamp2014-10-24 11:36:16
uzh.eprint.lastmod2025-08-02 03:31:20
uzh.eprint.statusChange2014-10-24 11:36:16
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uzh.publication.citationFarkas, W., Reich, N., & Schwab, C. (2007). Anisotropic stable Levy copula processes-analytical and numerical aspects. Mathematical Models and Methods in Applied Sciences, 17, 1405–1443. https://doi.org/10.1142/S0218202507002327
uzh.publication.originalworkoriginal
uzh.publication.publishedStatusfinal
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uzh.scopus.impact14
uzh.scopus.subjectsModeling and Simulation
uzh.scopus.subjectsApplied Mathematics
uzh.workflow.chairSubjectProfErichWalterFarkas1
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uzh.workflow.eprintid99903
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