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V@R representation theorems in ambiguous frameworks - MaRDI portal

V@R representation theorems in ambiguous frameworks (Q6574568)

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scientific article; zbMATH DE number 7883103
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English
V@R representation theorems in ambiguous frameworks
scientific article; zbMATH DE number 7883103

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    V@R representation theorems in ambiguous frameworks (English)
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    18 July 2024
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    ambiguity
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    heavy tail
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    representation theorem
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    value at risk
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