Título: General stein-type covariance decompositions with applications to insurance and finance / Edward Furman, Ricardas Zitikis
Autor: Furman, Edward
Notas: Sumario: A general multivariate¿ decomposition of covariances is formulated and proved, and its role in the context of financial risk measurement and pricing is demonstrated.
Outras classificações: 6
Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/