Displaying similar documents to “On the evaluation of one-loop Feynman amplitudes in euclidean quantum field theory”

Harmonic analysis in value at risk calculations.

Claudio Albanese, Luis Seco (2001)

Revista Matemática Iberoamericana

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Value at Risk is a measure of risk exposure of a portfolio and is defined as the maximum possible loss in a certain time frame, typically 1-20 days, and within a certain confidence, typically 95%. Full valuation of a portfolio under a large number of scenarios is a lengthy process. To speed it up, one can make use of the total delta vector and the total gamma matrix of a portfolio and compute a Gaussian integral over a region bounded by a quadric. We use methods from harmonic analysis...

New variants of Khintchine's inequality.

Ioan Serb (2001)

Collectanea Mathematica

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Variants of Khintchine's inequality with coefficients depending on the vector dimension are proved. Equality is attained for different types of extremal vectors. The Schur convexity of certain attached functions and direct estimates in terms of the Haagerup type of functions are also used.