Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution-Reference-Cited by-同舟云学术

Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution

Published:2021-08 Issue: Volume:402 Page:126129
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Ahmed Dilan,Soleymani Fazlollah,Ullah Malik Zaka,Hasan Hataw

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

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5. WASC stochastic volatility jump;Andrianantenainarinoro;Finan. Math. Appl.,2020

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