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Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-Ying; Liao, Szu-Lang - In: Economic modelling 26 (2009) 1, pp. 234-240
Persistent link: https://www.econbiz.de/10008162475
Cover Image
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-Ying; Liao, Szu-Lang - In: Economic modelling 26 (2009) 1, pp. 234-241
Persistent link: https://www.econbiz.de/10008879190