Stein's Lemma for elliptical random vectors-Reference-Cited by-同舟云学术

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Stein's Lemma for elliptical random vectors

Published:2008-05 Issue:5 Volume:99 Page:912-927
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Landsman Zinoviy,Nešlehová Johanna

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference18 articles.

1. Semi-parametric modelling in finance: theoretical foundations;Bingham;Quant. Finance,2002

2. On the theory of elliptically contoured distributions;Cambanis;J. Multivariate Anal.,1981

3. Asset Pricing;Cochrane,2001

4. Modelling Extremal Events for Insurance and Finance;Embrechts,1997

5. Correlation and dependence in risk management: properties and pitfalls;Embrechts,2002

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