Generating Copula‐Correlated Random Variables: A Sequential Acceptance‐Rejection Method
Year: 2024
Type: article
Source: Naval Research Logistics (NRL)
DOI: 10.1002/nav.22244
Authors: Weimin Dai, JianQiang Hu, Lei Lei
Institutions: Fudan University, Chongqing University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4405733652