Computing the distribution of the sum of dependent random variables via overlapping hypercubes
Marcello Galeotti
| Year of publication: |
2015
|
|---|---|
| Authors: | Galeotti, Marcello |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 38.2015, 2, p. 231-255
|
| Subject: | Dependent random variables | Algorithm convergence | Self-similarity | Value-at-Risk | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Zufallsvariable | Random variable |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011342167