Anisotropic stable Levy copula processes-analytical and numerical aspects
Farkas, Walter; Reich, N; Schwab, C (2007). Anisotropic stable Levy copula processes-analytical and numerical aspects. Mathematical Models and Methods in Applied Sciences, 17(9):1405-1443.
Additional indexing
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Physical Sciences > Modeling and Simulation
Physical Sciences > Applied Mathematics |
| Scope: | Discipline-based scholarship (basic research) |
| Language: | English |
| Date: | 2007 |
| Deposited On: | 24 Oct 2014 11:36 |
| Last Modified: | 04 Aug 2024 03:30 |
| Publisher: | Singapore; Teaneck, NJ: World Scientific, c1991- |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1142/S0218202507002327 |
| Official URL: | http://www.worldscientific.com/doi/abs/10.1142/S0218202507002327 |
| Other Identification Number: | merlin-id:4259 |
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Farkas, Walter