VaR : the state to play
Year of publication: |
2002
|
---|---|
Authors: | Pearson, Neil D. ; Smithson, Charles Wayne |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 11.2002, 3, p. 175-189
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Theorie | Theory | Risikomaß | Risk measure |
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