A Copula-Based Method to Build Diffusion Models with...

Methodology and Computing in Applied Probability 2016 / 9 Vol. 18; Iss. 3

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

Bibbona, Enrico, Sacerdote, Laura, Torre, Emiliano
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Volume:
18
Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-016-9487-6
Date:
September, 2016
File:
PDF, 482 KB
english, 2016
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