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
11
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