Optimal positioning in financial derivatives under mixture distributions
نویسندگان
چکیده
منابع مشابه
Reversed hazard rate of the mixture distributions
In this article study summery of reversed hazard rate and mixture distributons then introduce reversed hazard rate mixture and waiting times of failure also introduce mixture reversed hazard rate additive modele and multiplicative and introduce behavioure mixture of k increasing reversed hazard rate (IRFR) Increasing(IRFR).
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ژورنال
عنوان ژورنال: Economic Modelling
سال: 2016
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2015.02.021