Dealing with Dependence in Risk Simulations

DOI10.1057/jors.1977.32zbMath0348.90010OpenAlexW2007853397MaRDI QIDQ4118904

J. C. Hull

Publication date: 1977

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1977.32

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60)

Related Items (3)

Generating statistically dependent pairs of random variables: A marginal distribution approach ⋮ The input to and output from risk evaluation models ⋮ On stochastic mangement modeling with dependent variables

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