On risk measuring in the variance-gamma model (Q1688726)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On risk measuring in the variance-gamma model |
scientific article; zbMATH DE number 6824759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On risk measuring in the variance-gamma model |
scientific article; zbMATH DE number 6824759 |
Statements
On risk measuring in the variance-gamma model (English)
0 references
11 January 2018
0 references
monetary risk measure
0 references
variance-gamma distribution
0 references
dependence
0 references
analytical formula
0 references
hypergeometric function
0 references
0 references
0 references
0 references
0 references
