[Quantlib-dev] [ quantlib-Patches-2909358 ] Clayton copula random number generator

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Patches item #2909358, was opened at 2009-12-05 18:18
Message generated for change (Settings changed) made by hachemidxp
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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: Clayton copula random number generator

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


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You can respond by visiting: 
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