Extreme Financial Risks and Asset Allocation

DOI10.1142/P907zbMath1298.91010OpenAlexW610714907MaRDI QIDQ4979126

Olivier Le Courtois, Christian Walter

Publication date: 17 June 2014

Published in: Series in Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/p907

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

Related Items (3)

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