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Financial Engineering 1 Linear algebra 1 Lineare Algebra 1 Pearson curve fit 1 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 matrix exponential and column vector differentiation 1 pricing 1 probability distribution 1 stochastic sum 1
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Das, Milan Kumar 1 Fusai, Gianluca 1 Kyriakou, Ioannis 1 Tsai, Henghsiu 1
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Technical note: on matrix exponential differentiation with application to weighted sum distributions
Das, Milan Kumar; Tsai, Henghsiu; Kyriakou, Ioannis; … - In: Operations research 70 (2022) 4, pp. 1984-1995
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