Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 06:17, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail Variance Premium with Applications for Elliptical Portfolio of Risks |
scientific article |
Statements
Tail Variance Premium with Applications for Elliptical Portfolio of Risks (English)
0 references
15 June 2009
0 references