Approximating the Sum of Correlated Lognormals : An Implementation
Year of publication: |
2015
|
---|---|
Authors: | Rook, Christopher |
Other Persons: | Kerman, Mitchell (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 27, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2653337 [DOI] |
Classification: | C16 - Specific Distributions ; C87 - Econometric Software |
Source: | ECONIS - Online Catalogue of the ZBW |
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