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Lévy Copulas: Review of Recent Results

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https://hal.archives-ouvertes.fr/hal-01263185
Contributor : Serena Benassù <>
Submitted on : Wednesday, January 27, 2016 - 2:53:14 PM
Last modification on : Friday, March 27, 2020 - 3:56:22 AM

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  • HAL Id : hal-01263185, version 1

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P. Tankov. Lévy Copulas: Review of Recent Results. M. Podolskij, R. Stelzer, S. Thorbjornsen, A.E.D. Veraart. The Fascination of Probability, Statistics and their Applications, In Honour of Ole E. Barndorff-Nielsen, Springer, pp.127-151, 2016. ⟨hal-01263185⟩

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