Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging (Q2491859): Difference between revisions
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Revision as of 07:20, 5 March 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)
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29 May 2006
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bivariate lognormal distribution
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multiplicative constraint
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moments
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coefficient of variation
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correlation coefficient
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financial applications
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