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Non-parametric VaR techniques : myths and realities
Barone-Adesi, Giovanni; Giannopoulos, Kostas - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10001603710
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Managing electricity risk
Barone-Adesi, Giovanni; Gigli, Andrea - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 283-294
Persistent link: https://www.econbiz.de/10001790812
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Non-parametric VaR Techniques. Myths and Realities
Barone-Adesi, Giovanni; Giannopoulos, Kostas - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10006038519
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Managing Electricity Risk
Barone-Adesi, Giovanni; Gigli, Andrea - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 283
Persistent link: https://www.econbiz.de/10006027111