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Gianluca Fusai
Information about the author Gianluca Fusai will soon be added to the site.
Found
2 papers
in total
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Valuation of exotic options using moments
2002
In this paper we discuss the problem of recovering a density from its moments. For...
Dynamic value at risk under optimal and suboptimal portfolio policies
2001
At present, all value at risk (VaR) implementations – i.e., all risk measures of...
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