Tail Distribution of the Maximum of Correlated Gaussian Random Variables

Z. Botev, M.R.H. Mandjes, A.A.N. Ridder

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	15-132/III

Access to Document

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title = "Tail Distribution of the Maximum of Correlated Gaussian Random Variables",

author = "Z. Botev and M.R.H. Mandjes and A.A.N. Ridder",

year = "2015",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "15-132/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}