vix.ing · top · new · best · stats · spec

Nitithumbundit, Thanakorn

  1. An ECM algorithm for Skewed Multivariate Variance Gamma Distribution in Normal Mean-Variance Representation
    2015/04/06 by Nitithumbundit, Thanakorn, Chan, Jennifer S. K. · 1 citation
    #FOS: Computer and information sciences #Methodology (stat.ME)