Copertina

Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Kania, Tomasz
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Risk Management Logic Probability Statistics Theory Mathematical Finance 60B10, 60F15, 62G30, 91G70, 03H05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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