Sampling nested Archimedean copulas

Journal of Statistical Computation and Simulation

Volumn 78, Issue 6, 2008, Pages 567-581

  McNeil, Alexander J ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Archimedean copulas; Laplace transforms; Stochastic simulation

Indexed keywords

EID: 45749098590     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650701255834     Document Type: Article

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