Angiogenesis
发表于 2025-3-23 12:51:43
Strategic Planning of Spectrum and Services,acteristics of this particular family of copulas. We then analyze their properties in a context of multi-asset derivatives pricing, with a focus on the approximation property. We finally give details about implementation steps and provide numerical evidences to illustrate the reviewed properties.
pellagra
发表于 2025-3-23 14:17:23
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Adornment
发表于 2025-3-23 20:46:41
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obtuse
发表于 2025-3-24 00:42:06
Strategic Planning of Spectrum and Services,We propose a convolution-based approach to the estimation of nonlinear autoregressive processes. The model allows for state-dependent autocorrelation, that is different persistence of the shocks in different phases of the market and dependent innovations, that is drawn from different distributions in different phases of the market.
树上结蜜糖
发表于 2025-3-24 02:50:47
Strategic Planning of Spectrum and Services,In this survey we review copula-based models and methods for multivariate discrete data modeling. Advantages and disadvantages of recent contributions are summarized and a general modeling procedure is suggested in this context.
桶去微染
发表于 2025-3-24 10:34:32
A Convolution-Based Autoregressive Process,We propose a convolution-based approach to the estimation of nonlinear autoregressive processes. The model allows for state-dependent autocorrelation, that is different persistence of the shocks in different phases of the market and dependent innovations, that is drawn from different distributions in different phases of the market.
富饶
发表于 2025-3-24 11:44:56
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orthopedist
发表于 2025-3-24 15:39:21
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Rinne-Test
发表于 2025-3-24 21:28:41
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知识分子
发表于 2025-3-25 03:12:36
Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives,acteristics of this particular family of copulas. We then analyze their properties in a context of multi-asset derivatives pricing, with a focus on the approximation property. We finally give details about implementation steps and provide numerical evidences to illustrate the reviewed properties.