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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivative"
~subject:"United States"
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International journal of theoretical and applied finance
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in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
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A comparison of some univariate models for value-at-risk and expected shortfall
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1043-1075
Persistent link: https://www.econbiz.de/10003631000
Saved in:
2
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
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