Compound vectors of subordinators and their associated positive L\'evy copulas

31 Aug 2020 Palacio Alan Riva Leisen Fabrizio

L\'evy copulas are an important tool which can be used to build dependent L\'evy processes. In a classical setting, they have been used to model financial applications... (read more)

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  • METHODOLOGY
  • PROBABILITY
  • STATISTICS THEORY
  • STATISTICS THEORY