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Evolution of copulas in discrete processes with application to a numerical modeling of dependence relation between exchange rates. (English) Zbl 1367.91192

Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 359-366 (2017).
MSC:  91G60 62H05 62P05
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