Approximating value at risk in conditional Gaussian models
Year of publication: |
2002
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Authors: | Jaschke, Stefan R. ; Jiang, Yuze |
Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 3-33
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Subject: | Risikomaß | Risk measure | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
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