Comparison of stochastic correlation models

DOI10.1007/s10958-019-04207-yzbMath1422.91784OpenAlexW2916912959WikidataQ128308115 ScholiaQ128308115MaRDI QIDQ2314458

Yanyan Li

Publication date: 23 July 2019

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-019-04207-y

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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