Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises (Q2096364)
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scientific article; zbMATH DE number 7618073
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| English | Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises |
scientific article; zbMATH DE number 7618073 |
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Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises (English)
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16 November 2022
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polytope volume
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convex body
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simplex
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sampling
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empirical finance
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0.7632114887237549
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0.7477845549583435
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0.7409160137176514
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0.740821897983551
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