搜索结果: 1-1 共查到“数学其他学科 novel”相关记录1条 . 查询时间(0.14 秒)
Accounting for risk of non linear portfolios: a novel Fourier approach
non linear portfolios novel Fourier approach
2010/4/27
The presence of non linear instruments is responsible for the emergence of non Gaussian features in the price changes distribution of realistic portfolios, even for Normally distributed risk factors. ...