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Yuriy Kozachenko

  1. Relations between exponential tails, moments and moment generating functions for random variables and vectors
    2017/01/08 by Yuriy Kozachenko, Kozachenko, Yu. V., E. Ostrovsky +3 · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Functional Analysis (math.FA) #Mathematical Approximation and Integration #Probability and Risk Models