Gram-charlier densities: A multivariate approach

  1. Del Brio, E.B.
  2. Ñíguez, T.-M.
  3. Perote, J.
Journal:
Quantitative Finance

ISSN: 1469-7696 1469-7688

Year of publication: 2009

Volume: 9

Issue: 7

Pages: 855-868

Type: Article

DOI: 10.1080/14697680902773611 GOOGLE SCHOLAR