Computing tails of compound distributions using direct numerical integration
Xiaolin Luo; Pavel V. Shevchenko
| Year of publication: |
2010
|
|---|---|
| Authors: | Luo, Xiaolin ; Shevchenko, Pavel V. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 2, p. 73-111
|
| Subject: | Statistische Verteilung | Statistical distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
| 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/10003949897