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  • Search: subject:"Multivariate generalized hyperbolic distribution (MGH)"
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Decision analysis 1 Mean-variance optimization 1 Multivariate generalized hyperbolic distribution (MGH) 1 Nutzenfunktion 1 Statistical distribution 1 Statistische Verteilung 1 Stein’s lemma 1 Theorie 1 Theory 1 Utility function 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Vanduffel, Steven 1 Yao, Jing 1
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European journal of operational research : EJOR 1
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A stein type lemma for the multivariate generalized hyperbolic distribution
Vanduffel, Steven; Yao, Jing - In: European journal of operational research : EJOR 261 (2017) 2, pp. 606-612
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