Technical note: on matrix exponential differentiation with application to weighted sum distributions
Year of publication: |
2022
|
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Authors: | Das, Milan Kumar ; Tsai, Henghsiu ; Kyriakou, Ioannis ; Fusai, Gianluca |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 4, p. 1984-1995
|
Subject: | Financial Engineering | matrix exponential and column vector differentiation | Pearson curve fit | pricing | probability distribution | stochastic sum | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Stochastischer Prozess | Stochastic process | Lineare Algebra | Linear algebra |
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