[ quantlib-Patches-2909358 ] Copula random number generators

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[ quantlib-Patches-2909358 ] Copula random number generators

SourceForge.net
Patches item #2909358, was opened at 2009-12-05 18:18
Message generated for change (Tracker Item Submitted) made by hachemidxp
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2909358&group_id=12740

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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Hachemi Benyahia (hachemidxp)
Assigned to: Nobody/Anonymous (nobody)
Summary: Copula random number generators

Initial Comment:
These copula random number generators are based on the conditional sampling algorithm.


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You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2909358&group_id=12740

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