Tail variance premiums for log-elliptical distributions (Q2443222)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail variance premiums for log-elliptical distributions |
scientific article |
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Tail variance premiums for log-elliptical distributions (English)
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4 April 2014
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tail variance premium
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log-elliptical distributions
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comonotonicity
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