Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111)
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English | Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences |
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Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (English)
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10 March 2021
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convex bounds
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multivariate generalized hyperbolic distribution
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analytical approximations
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asymptotic equivalences
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capital allocation
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