Pages that link to "Item:Q5139258"
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The following pages link to Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258):
Displaying 4 items.
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
