Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911)
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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 |
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Smooth monotone covariance for elliptical distributions and applications in finance (English)
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16 April 2015
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smooth monotone covariance
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regularization
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elliptical distributions
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