Multivariate Hypernormal Densities
Year of publication: |
2004-08-11
|
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Authors: | Gottschling, Andreas ; Haefke, Christian |
Institutions: | Econometric Society |
Subject: | n-variate normal | closed form integration | simulation | portfolio risk |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society North American Winter Meetings 2004 Number 201 |
Classification: | C63 - Computational Techniques ; C65 - Miscellaneous Mathematical Tools |
Source: |
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