搜索结果: 1-1 共查到“经济学 Generalized Fourier Transform”相关记录1条 . 查询时间(0.093 秒)
A Generalized Fourier Transform Approach to Risk Measures
Generalized Fourier Transform Risk Measures
2010/11/2
We introduce the formalism of generalized Fourier transforms in the context of risk management.
We develop a general framework to efficiently compute the most popular risk measures, Valueat-
Risk an...