Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (Q4610218): Difference between revisions

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Latest revision as of 20:55, 17 July 2024

scientific article; zbMATH DE number 7002113
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English
Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market
scientific article; zbMATH DE number 7002113

    Statements

    Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (English)
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    15 January 2019
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    value-at-risk
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    portfolios
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    jump-diffusion market
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