Can I read Derivative Preserving Conditions in Conditional Expectation Operator on EtoBox?

Derivative Preserving Conditions in Conditional Expectation Operator by Gankhuu, Battulga is a scholarly article available to read on EtoBox.

What is Derivative Preserving Conditions in Conditional Expectation Operator about?

In this paper, we consider conditions that a higher order derivative preserve in conditional expectation operator for a generic nonlinear random variable. Also, the paper introduces higher order derivatives of the Expected Shortfall for a generic nonlinear portfolio loss random variable.

Author

Gankhuu, Battulga

Published

2024

Language

EN