Pages that link to "Item:Q1023678"
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The following pages link to Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678):
Displaying 3 items.
- VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (Q470430) (← links)
- Sharp estimates for the CDF of quadratic forms of MPE random vectors (Q979230) (← links)
- \(\varDelta \)-VaR and\(\varDelta \)-TVaR for portfolios with mixture of elliptic distributions risk factors and DCC (Q1023092) (← links)
