Optimal bounds for integrals with respect to copulas and applications

Markus Hofer; Maria Rita Iaco

doi:10.1007/s10957-013-0454-x

Optimal bounds for integrals with respect to copulas and applications

Markus Hofer, Maria Rita Iaco

Institute of Analysis and Number Theory (5010)

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	999-1011
Journal	Journal of optimization theory and applications
Volume	161
Issue number	3
DOIs	https://doi.org/10.1007/s10957-013-0454-x
Publication status	Published - 2014

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Application
Theoretical

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10.1007/s10957-013-0454-x

Cite this

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title = "Optimal bounds for integrals with respect to copulas and applications",

author = "Markus Hofer and Iaco, {Maria Rita}",

year = "2014",

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language = "English",

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journal = "Journal of optimization theory and applications",

issn = "0022-3239",

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T1 - Optimal bounds for integrals with respect to copulas and applications

AU - Hofer, Markus

AU - Iaco, Maria Rita

PY - 2014

Y1 - 2014

UR - http://link.springer.com/article/10.1007%2Fs10957-013-0454-x

U2 - 10.1007/s10957-013-0454-x

DO - 10.1007/s10957-013-0454-x

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JO - Journal of optimization theory and applications

JF - Journal of optimization theory and applications

SN - 0022-3239

IS - 3

ER -

Optimal bounds for integrals with respect to copulas and applications

Fields of Expertise

Treatment code (Nähere Zuordnung)

Access to Document

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Cite this