Matches in SemOpenAlex for { <https://semopenalex.org/work/W1978714418> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W1978714418 endingPage "3407" @default.
- W1978714418 startingPage "3389" @default.
- W1978714418 abstract "An application involving a financial quadratic portfolio, where the joint underlying log-returns follow a multivariate elliptic distribution, is considered. This motivates the need for methods for the approximation of multiple integrals over hyperboloids. Transformations are used to reduce the hyperboloid integrals to products of integrals which can be approximated with appropriate numerical methods. The application of these methods is demonstrated using some financial applications examples." @default.
- W1978714418 created "2016-06-24" @default.
- W1978714418 creator A5014358833 @default.
- W1978714418 creator A5022148905 @default.
- W1978714418 date "2008-03-01" @default.
- W1978714418 modified "2023-10-18" @default.
- W1978714418 title "Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options" @default.
- W1978714418 cites W1726700355 @default.
- W1978714418 cites W1727659491 @default.
- W1978714418 cites W1966210751 @default.
- W1978714418 cites W1969682141 @default.
- W1978714418 cites W1982782680 @default.
- W1978714418 cites W2006534879 @default.
- W1978714418 cites W2039205317 @default.
- W1978714418 cites W2046518555 @default.
- W1978714418 cites W2046899013 @default.
- W1978714418 cites W2054616397 @default.
- W1978714418 cites W2091469063 @default.
- W1978714418 cites W2095198545 @default.
- W1978714418 cites W2119475453 @default.
- W1978714418 cites W2145974393 @default.
- W1978714418 cites W2161808462 @default.
- W1978714418 cites W2170621196 @default.
- W1978714418 cites W2491554856 @default.
- W1978714418 cites W2797068680 @default.
- W1978714418 cites W3023447679 @default.
- W1978714418 cites W3121802440 @default.
- W1978714418 cites W3125310193 @default.
- W1978714418 cites W4256263170 @default.
- W1978714418 doi "https://doi.org/10.1016/j.csda.2007.12.006" @default.
- W1978714418 hasPublicationYear "2008" @default.
- W1978714418 type Work @default.
- W1978714418 sameAs 1978714418 @default.
- W1978714418 citedByCount "9" @default.
- W1978714418 countsByYear W19787144182014 @default.
- W1978714418 countsByYear W19787144182017 @default.
- W1978714418 crossrefType "journal-article" @default.
- W1978714418 hasAuthorship W1978714418A5014358833 @default.
- W1978714418 hasAuthorship W1978714418A5022148905 @default.
- W1978714418 hasBestOaLocation W19787144184 @default.
- W1978714418 hasConcept C106159729 @default.
- W1978714418 hasConcept C126255220 @default.
- W1978714418 hasConcept C129844170 @default.
- W1978714418 hasConcept C162324750 @default.
- W1978714418 hasConcept C2524010 @default.
- W1978714418 hasConcept C2780821815 @default.
- W1978714418 hasConcept C28826006 @default.
- W1978714418 hasConcept C33923547 @default.
- W1978714418 hasConceptScore W1978714418C106159729 @default.
- W1978714418 hasConceptScore W1978714418C126255220 @default.
- W1978714418 hasConceptScore W1978714418C129844170 @default.
- W1978714418 hasConceptScore W1978714418C162324750 @default.
- W1978714418 hasConceptScore W1978714418C2524010 @default.
- W1978714418 hasConceptScore W1978714418C2780821815 @default.
- W1978714418 hasConceptScore W1978714418C28826006 @default.
- W1978714418 hasConceptScore W1978714418C33923547 @default.
- W1978714418 hasIssue "7" @default.
- W1978714418 hasLocation W19787144181 @default.
- W1978714418 hasLocation W19787144182 @default.
- W1978714418 hasLocation W19787144183 @default.
- W1978714418 hasLocation W19787144184 @default.
- W1978714418 hasLocation W19787144185 @default.
- W1978714418 hasLocation W19787144186 @default.
- W1978714418 hasLocation W19787144187 @default.
- W1978714418 hasLocation W19787144188 @default.
- W1978714418 hasLocation W19787144189 @default.
- W1978714418 hasOpenAccess W1978714418 @default.
- W1978714418 hasPrimaryLocation W19787144181 @default.
- W1978714418 hasRelatedWork W2055901031 @default.
- W1978714418 hasRelatedWork W2070850717 @default.
- W1978714418 hasRelatedWork W2080827099 @default.
- W1978714418 hasRelatedWork W2133283960 @default.
- W1978714418 hasRelatedWork W2140489090 @default.
- W1978714418 hasRelatedWork W2151359268 @default.
- W1978714418 hasRelatedWork W2320139629 @default.
- W1978714418 hasRelatedWork W3021793061 @default.
- W1978714418 hasRelatedWork W3101712438 @default.
- W1978714418 hasRelatedWork W1786638194 @default.
- W1978714418 hasVolume "52" @default.
- W1978714418 isParatext "false" @default.
- W1978714418 isRetracted "false" @default.
- W1978714418 magId "1978714418" @default.
- W1978714418 workType "article" @default.