A new Fourier transform algorithm for value-at-risk (Q4610240)
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scientific article; zbMATH DE number 7002134
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new Fourier transform algorithm for value-at-risk |
scientific article; zbMATH DE number 7002134 |
Statements
A new Fourier transform algorithm for value-at-risk (English)
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15 January 2019
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value-at-risk
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Fourier transform
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portfolio
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0.8352633118629456
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0.8333338499069214
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0.8160696625709534
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0.8049864172935486
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