Kennisplein > Optimal approximations for risk measures of sums of lognormals based on conditional expectations

Optimal approximations for risk measures of sums of lognormals based on conditional expectations

Valuation and risk management

View authors

Academic Paper

30 July 2010

Read It Back Later

Share via email

Stay up to Date?

Want to stay up to date on research, meetings and news? Sign up for the monthly Netspar newsletter.

Sign up for newsletter

Researchers

Steven Vanduffel

Jan Dhaene

Rob Kaas

Xinliang Chen

Luc Henrard

Marc Goovaerts