Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678): Difference between revisions

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-.1016/j.csda.2007.12.006
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+Jules Sadefo Kamdem
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+A. C. Genz
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+math/0309276
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+Harmonic analysis in value at risk calculations.
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+Principal Component Value at Risk
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+Symmetric Quadrature Formulae for Simplexes
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@@ Property / DOI @@
+.1016/J.CSDA.2007.12.006
@@ Property / DOI: 10.1016/J.CSDA.2007.12.006 / rank @@
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