Pages that link to "Item:Q3301115"
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The following pages link to A generalized Fourier transform approach to risk measures (Q3301115):
Displaying 3 items.
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
