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  • Search: subject:"Discrete convolution"
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Subject
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Discrete convolution 1 Risikomaß 1 Risk measure 1 Simulation 1 Theorie 1 Theory 1 difference equations 1 discrete convolution and deconvolution 1 initial and boundary value problems 1 numerical simulation 1 value at risk 1
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Free 1 Undetermined 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 2
Author
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CÎRNU, Mircea I 1 Siu, Yam Wing 1
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Journal of Information Systems & Operations Management 1 Review of Pacific Basin financial markets and policies : RPBFMP 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Convolution approach for value at risk estimation
Siu, Yam Wing - In: Review of Pacific Basin financial markets and policies … 25 (2022) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10013189813
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INITIAL AND BOUNDARY VALUE PROBLEMS FOR DIFFERENCE EQUATIONS
CÎRNU, Mircea I - In: Journal of Information Systems & Operations Management 2 (2008) 1, pp. 273-278
We consider initial and boundary value problems for linear nonhomogeneous difference equations with constant coefficients. For such problems we compute the numerical values of the solutions using the discrete deconvolution. The method can be easily used in applications and implemented on computer.
Persistent link: https://www.econbiz.de/10009144595
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