On gamma estimation via matrix kriging

DOI10.1002/NAV.21850zbMath1418.91615OpenAlexW2954494731WikidataQ127779588 ScholiaQ127779588MaRDI QIDQ5229974

L. Jeff Hong, Xin Yun, Guang-Xin Jiang, Shou-Yang Wang

Publication date: 19 August 2019

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21850

zbMATH Keywords

financial risk managementGreeksgradient estimationstochastic kriging

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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