Moments of ordered bivariate log-normal distributions
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Publication:899730
DOI10.1016/0165-1765(86)90077-7zbMath1328.91290OpenAlexW2050388065WikidataQ126844286 ScholiaQ126844286MaRDI QIDQ899730
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(86)90077-7
Statistical methods; risk measures (91G70) Exact distribution theory in statistics (62E15) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (8)
Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions ⋮ Regularly varying random fields ⋮ Distribution of linear functions from ordered bivariate log-normal distribution ⋮ A property of coefficients of variation for ordered bivariate log-normal variables ⋮ A Truncated Bivariate t Distribution ⋮ Cross moments of extreme observai ions from a multtvariate lognormal distribution ⋮ On the minimum and maximum of bivariate lognormal random variables ⋮ Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging
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