Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540): Difference between revisions
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Revision as of 19:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment based approaches to Value the Risk of contingent claim portfolios |
scientific article |
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Moment based approaches to Value the Risk of contingent claim portfolios (English)
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25 June 2009
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Value at Risk
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contingent claims
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delta-gamma approximation
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distributional moments
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heavy tails
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asymmetry
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