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"Asymmetric Change-of-Probability Measures for Tail Risk Management."

Saeede Enayati, Hossein Pishro-Nik (2022)

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DOI: 10.1109/SYSCON53536.2022.9773926

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-25

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Saeede Enayati, Hossein Pishro-Nik:
Asymmetric Change-of-Probability Measures for Tail Risk Management. SysCon 2022: 1-7

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