Moment based approaches to value the risk of contingent claim portfolios
Work
Year: 2008
Type: article
Source: Annals of Operations Research
Institutions University of Bergamo, University of Calabria
Cites: 33
Cited by: 5
Related to: 10
FWCI: 0.346
Citation percentile (by year/subfield): 64.88
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed