A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence
Crossref DOI link: https://doi.org/10.1007/s11009-016-9487-6
Published Online: 2016-02-24
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bibbona, Enrico http://orcid.org/0000-0002-9755-037X
Sacerdote, Laura
Torre, Emiliano
Funding for this research was provided by:
Compagnia di San Paolo (IT) Università di Torino (IT) (Amalfi project)
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