Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 20:27, 5 March 2024
scientific article; zbMATH DE number 6426102
Language | Label | Description | Also known as |
---|---|---|---|
English | Smooth monotone covariance for elliptical distributions and applications in finance |
scientific article; zbMATH DE number 6426102 |
Statements
Smooth monotone covariance for elliptical distributions and applications in finance (English)
0 references
16 April 2015
0 references
smooth monotone covariance
0 references
regularization
0 references
elliptical distributions
0 references