No label defined (Q5257615)
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: scientific article; zbMATH DE number 6453031 |
scientific article; zbMATH DE number 6453031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6453031 |
Statements
29 June 2015
0 references
dynamic VaR constrain
0 references
Stein-Stein stochastic volatility model
0 references
ruin probability
0 references
investment approach
0 references
stochastic Lagrange function
0 references
K-T point
0 references
