Optimal approximations for risk measures of sums of lognormals based on conditional expectations
Work
Year: 2007
Type: article
Institutions KU Leuven, University of Amsterdam
Cites: 35
Cited by: 63
Related to: 10
FWCI: 6.815
Citation percentile (by year/subfield): 95.93
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze