Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527)

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scientific article; zbMATH DE number 5204444
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Extensions of Stein's Lemma for the Skew-Normal Distribution
scientific article; zbMATH DE number 5204444

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    Extensions of Stein's Lemma for the Skew-Normal Distribution (English)
    24 October 2007
    hidden truncation models
    multivariate skew-normal distribution
    portfolio selection
    Siegel's formula
    Stein's lemma
    utility functions

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