TY  - JOUR
AU  - O. I. Rumyantseva
AU  - Yu. S. Khokhlov
TI  - Estimation of the contribution of a component to the overall risk for a portfolio defined by the multivariate fractional Levy motion
JO  - Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika
PY  - 2017
SP  - 27
EP  - 44
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VTPMK_2017_3_a2/
LA  - ru
ID  - VTPMK_2017_3_a2
ER  -