Extremes of multidimensional stationary diffusion processes and applications in finance
Year of publication: |
2002 ; [Elektronische Ressource]
|
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Other Persons: | Kunz, Andreas (contributor) |
Subject: | Multivariate Analyse | Multivariate analysis | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | Welt | World | Risikomanagement | Portfolio Selection | Extremwert | Diffusionsprozess |
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