A generalized Fourier transform approach to risk measures

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Bibliographic Details
Published in:Journal of statistical mechanics 2010-01, Vol.2010 (1), p.P01005
Main Authors: Bormetti, Giacomo, Cazzola, Valentina, Livan, Giacomo, Montagna, Guido, Nicrosini, Oreste
Format: Article
Language:English
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ISSN:1742-5468
1742-5468
DOI:10.1088/1742-5468/2010/01/P01005