Faster simulation of C- and D-vines

Aas, Kjersti

May 11, 2011

SAMBA

• Refereed: 0
• Conference: 4th Workshop on Vine Copula Distributions and Applications, Munich, May 11-12, 2011
• Title: Faster simulation of C- and D-vines
• Author(s): Aas, Kjersti
• Published date: May 11, 2011
• Page(s):
• ISBN:
• Publisher: