Computing tails of compound distributions using direct numerical integration (Q3400797)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing tails of compound distributions using direct numerical integration |
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Computing tails of compound distributions using direct numerical integration (English)
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5 February 2010
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value at risk
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VaR
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fast Fourier transform
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FFT
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direct numerical integration
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DNI
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Monte Carlo
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