Optimal bounds for integrals with respect to copulas and applications (bibtex)

by Markus Hofer and Maria Rita Iacò

Reference:

Markus Hofer and Maria Rita Iacò, Optimal bounds for integrals with respect to copulas and applications, Journal of Optimization Theory and Applications, 161, 999-1011, (2014).

Bibtex Entry:

@Article{HoferIaco2014,
  arxiv    = {1401.1602},
  author   = {Markus Hofer and Maria Rita Iac{\`o}},
  journal  = {Journal of Optimization Theory and Applications},
  title    = {Optimal bounds for integrals with respect to copulas and applications},
  year     = {2014},
  pages    = {999-1011},
  volume   = {161},
  doi      = {10.1007/s10957-013-0454-x},
  groups   = {Project09 (Tichy), Student, External},
  xxmrnumber = {3210231},
}