A generalized Fourier transform approach to risk measures
نویسندگان
چکیده
منابع مشابه
Generalized Haar – Fourier Transform
We give a new generalization for Haar functions. The generalization starts from the Walsh-like functions and based on the connection between the original Walsh and Haar systems. We generalize the Haar– Fourier Transform too.
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ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2010
ISSN: 1742-5468
DOI: 10.1088/1742-5468/2010/01/p01005