Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911)
From MaRDI portal
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
