Approximating value at risk in conditional Gaussian models
Stefan R. Jaschke and Yuze Jiang
| 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: | Theorie | Theory | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749949