Technical note: on matrix exponential differentiation with application to weighted sum distributions
Milan Kumar Das, Henghsiu Tsai, Ioannis Kyriakou, Gianluca Fusai
| 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
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| Subject: | Financial Engineering | matrix exponential and column vector differentiation | Pearson curve fit | pricing | probability distribution | stochastic sum |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366400