Pages that link to "Item:Q2431357"

The following pages link to Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357):

Displaying 4 items.

• A framework for robust measurement of implied correlation (Q2517482) (← links)
• Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
• A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
• Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)