Evolution of multivariate copulas in continuous and discrete processes
Yasukazu Yoshizawa, Naoyuki Ishimura
| Year of publication: |
January-March 2018
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|---|---|
| Authors: | Yoshizawa, Yasukazu ; Ishimura, Naoyuki |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 25.2018, 1, p. 44-59
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| Subject: | copula | partial differential equation | quantitative risk management | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Analysis | Mathematical analysis | Multivariate Analyse | Multivariate analysis | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Finanzmathematik | Mathematical finance | Mathematik | Mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/isaf.1420 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011890511