Saddlepoint methods for conditional expectations with applications to risk management (Q527452)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint methods for conditional expectations with applications to risk management |
scientific article |
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Saddlepoint methods for conditional expectations with applications to risk management (English)
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11 May 2017
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conditional expectation
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risk management
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saddlepoint approximation
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sensitivity estimation
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