论文标题
在方差分布的时刻
On the moments of the variance-gamma distribution
论文作者
论文摘要
我们为方差分布的时刻和绝对矩获得了新的封闭式公式。因此，我们推断出两个相关的零平均正常随机变量的乘积的矩和绝对力矩。
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
