On the closed form solutions for non-extensive Value at Risk
| Autor: | Stavroyiannis, S., Makris, I., Nikolaidis, V. |
|---|---|
| Zdroj: | In Physica A: Statistical Mechanics and its Applications 2009 388(17):3536-3542 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Stavroyiannis, S., Makris, I., Nikolaidis, V. |
|---|---|
| Zdroj: | In Physica A: Statistical Mechanics and its Applications 2009 388(17):3536-3542 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect