Generalized FGM dependence: Geometrical representation and convex bounds on sums

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cossette, Hélène, Marceau, Etienne, Mutti, Alessandro, Semeraro, Patrizia
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.10648