Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844)
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scientific article; zbMATH DE number 5564875
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tail Variance Premium with Applications for Elliptical Portfolio of Risks |
scientific article; zbMATH DE number 5564875 |
Statements
Tail Variance Premium with Applications for Elliptical Portfolio of Risks (English)
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15 June 2009
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0.8966784477233887
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0.8268459439277649
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0.8086704015731812
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0.8055652379989624
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