Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1002.4817 / rank | |||
Normal rank |
Revision as of 15:13, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Accounting for risk of non linear portfolios. A novel Fourier approach |
scientific article |
Statements
Accounting for risk of non linear portfolios. A novel Fourier approach (English)
0 references
4 January 2011
0 references