Math 2.0

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On the asymptotic shape of quantile surfaces R4MX33WNRX

URIm2://res/R4MX33WNRX
Kindpreprint
CreatorsFlorian Gach, Simon Hochgerner
Date2026-09-25
MSC62-XX, 60-XX
Subjectsarxiv math.ST, arxiv math.PR, arxiv q-fin.MF, arxiv stat.TH
Scopein

Expressions

e1: version, preprint

Languageen
Date2026-09-25
IdsarXiv 2609.31345

Items in this resource

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

ItemKindWhereSource
Quantile derivativesstatementtheorem 1.1arxiv
Barycentric solutionstatementproposition 3.3arxiv
Right tailstatementtheorem 3.12arxiv
GMQDQS4NDGstatementproposition 3.5arxiv
Subadditivity of Value-at-Risk in loss tailstatementcorollary 3.9arxiv
Sub-additivity in the gains tailstatementcorollary 3.13arxiv
Left tailstatementtheorem 3.6arxiv

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