Measuring the tail risk: An asymptotic approach

Journal of Mathematical Analysis and Applications 2018 / 07 Vol. 463; Iss. 1

Measuring the tail risk: An asymptotic approach

Asimit, Alexandru V., Li, Jinzhu
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Volume:
463
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2018.03.019
Date:
July, 2018
File:
PDF, 572 KB
english, 2018
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