Dependence Modeling (Mar 2014)

A note on the Galambos copula and its associated Bernstein function

Mai Jan-Frederik

Affiliations

Mai Jan-Frederik: Lehrstuhl für Finanzmathematik (M13), Technische Universität München, Parkring 11, 85748 Garching-Hochbrück, Germany

DOI: https://doi.org/10.2478/demo-2014-0002
Journal volume & issue: Vol. 2, no. 1

Abstract

No abstracts available.

Published in Dependence Modeling

ISSN: 2300-2298 (Online)
Publisher: De Gruyter
Country of publisher: Poland
LCC subjects: Science: Science (General); Science: Mathematics
Website: https://www.degruyter.com/journal/key/demo/html

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