Dealing with Dependence in Risk Simulations

DOI10.1057/JORS.1977.32MaRDI QIDQ4118904zbMATH OpenOpenAlexFDO

Authors J. C. Hull

Publication date 1977

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1977.32

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60)

Cited in

(3)

• Generating statistically dependent pairs of random variables: A marginal distribution approach
• The input to and output from risk evaluation models
• On stochastic mangement modeling with dependent variables

This page was built for publication: Dealing with Dependence in Risk Simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4118904)