Smooth monotone covariance for elliptical distributions and applications in finance

Quantitative Finance, Volume 14, Issue 9.

Author(s):

Xiaoping Zhou

Dmitry Malioutov

Svetlozar T. Rachev

Quantitative Finance, Volume 14, Issue 9.
Type: Academic publication
Date: le 01/01/2014
Source : Quantitative Finance

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