مرکز منطقه ای اطلاع رساني علوم و فناوري - Moments and properties of multiplicatively constrained bivariate lognormal distribution with applications to futures hedging

Title of article :

Moments and properties of multiplicatively constrained bivariate lognormal distribution with applications to futures hedging

Author/Authors :

Donald Lien، نويسنده , , N. Balakrishnan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1349

To page :

1359

Keywords :

Bivariate lognormal distribution , Multiplicative constraint , Coefficient of variation , Correlation coefficient , Moments , Financial applications

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2006

Journal title :

Journal of Statistical Planning and Inference

Record number :

220103

Link To Document :