Calculate tail quantiles of compound distributions
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Published:2019
Issue:5
Volume:22
Page:41-70
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ISSN:1460-1559
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Container-title:Journal of Computational Finance
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language:
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Short-container-title:JCF
Author:
Abdymomunov Azamat,Curti Filippo,Kane Hayden
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance