The following pages link to (Q4226827):
Displaying 4 items.
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- The price of pessimism for multidimensional quadrature (Q1347848) (← links)
- Applications of randomized low discrepancy sequences to the valuation of complex securities (Q1583155) (← links)
- Stable modeling of value at risk (Q1600544) (← links)