Speeding up VaR with VDR
Year of publication: |
[2022]
|
---|---|
Authors: | Bondioli, Mario ; Maydan, Stan ; Stein, Harvey J. ; Zhang, Yan |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4048313 [DOI] |
Classification: | C63 - Computational Techniques ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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