Value-at-Risk bounds with two-sided dependence information
Year of publication: |
2018
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Authors: | Lux, Thibaut ; Rüschendorf, Ludger |
Published in: |
Mathematical Finance. - Wiley, ISSN 0960-1627, ZDB-ID 1481288-5. - Vol. 29.2018, 3 (10.10.), p. 967-1000
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Publisher: |
Wiley |
Saved in:
Online Resource
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