Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises (Q2096364)
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scientific article; zbMATH DE number 7618073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises |
scientific article; zbMATH DE number 7618073 |
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Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises (English)
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16 November 2022
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polytope volume
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convex body
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simplex
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sampling
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empirical finance
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