Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911): Difference between revisions

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Latest revision as of 22:49, 9 July 2024

scientific article; zbMATH DE number 6426102
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English
Smooth monotone covariance for elliptical distributions and applications in finance
scientific article; zbMATH DE number 6426102

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    Smooth monotone covariance for elliptical distributions and applications in finance (English)
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    16 April 2015
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    smooth monotone covariance
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    regularization
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    elliptical distributions
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