Pages that link to "Item:Q2968276"
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The following pages link to SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276):
Displaying 7 items.
- Optimization in curbing risk contagion among financial institutes (Q1797111) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
- Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
