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subject:"Hedging"
~person:"Gzyl, Henryk"
~person:"Lamb, John D."
~subject:"Kreditrisiko"
~subject:"Messung"
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Gzyl, Henryk
Lamb, John D.
Platen, Eckhard
23
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19
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18
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Hammoudeh, Shawkat
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A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
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Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
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