Applying the separation of probability distribution mixtures to problems of financial analysis (Q6570667)
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scientific article; zbMATH DE number 7879524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying the separation of probability distribution mixtures to problems of financial analysis |
scientific article; zbMATH DE number 7879524 |
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Applying the separation of probability distribution mixtures to problems of financial analysis (English)
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10 July 2024
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stochastic differential equations
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finite mixtures of normal distributions
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optimizing to separate mixture of probability distributions
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volatility
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value-at-risk estimate
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