Pages that link to "Item:Q1406488"
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The following pages link to The practice of Delta--Gamma VaR: Implementing the quadratic portfolio model. (Q1406488):
Displaying 8 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
- On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
- Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
- Expected shortfall computation with multiple control variates (Q2293929) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES (Q5889366) (← links)
- Uncertain portfolio selection with borrowing constraint and background risk (Q6534748) (← links)
