Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging (Q2491859): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jspi.2004.10.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JSPI.2004.10.004 / rank | |||
Normal rank | |||
Latest revision as of 00:14, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging |
scientific article |
Statements
Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging (English)
0 references
29 May 2006
0 references
bivariate lognormal distribution
0 references
multiplicative constraint
0 references
moments
0 references
coefficient of variation
0 references
correlation coefficient
0 references
financial applications
0 references
