Nonlinear risk of linear instruments (Q2752035)
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scientific article; zbMATH DE number 1665344
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| default for all languages | No label defined |
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| English | Nonlinear risk of linear instruments |
scientific article; zbMATH DE number 1665344 |
Statements
7 August 2002
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normal approximation
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profit and loss distribution
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value-at-risk
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Nonlinear risk of linear instruments (English)
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0.7844948768615723
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0.7459312081336975
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0.7111135721206665
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0.6993362903594971
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