相关期刊:《Journal of Mathematical Research with Applications》《Journal of Computational Mathematics》《Acta Mathematica Scientia》《Probability, Uncertainty and Quantitative Risk》更多>>
This work was supported by JSPS Grant-in-Aid for Young Scientists(Grant No.18K12873);Waseda University Grants for Special Research Projects(“Tokutei Kadai”)(Grant No.2019C-688).
When addressing various financial problems,such as estimating stock portfolio risk,it is necessary to derive the distribution of the sum of the dependent random variables.Although deriving this distribution requires i...