scientific article; zbMATH DE number 7508939

zbMath1486.62272MaRDI QIDQ5069569

Trimono Trimono, Di Asih I. Maruddani

Publication date: 19 April 2022

Full work available at URL: https://ph02.tci-thaijo.org/index.php/thaistat/article/view/244528

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

MAPEMVEPsharpe index

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Introductory Stochastic Analysis for Finance and Insurance

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