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International term structure models : global models of interest rate and foreign exchange rate risk
Leippold, Markus - 1999
Persistent link: https://www.econbiz.de/10004011521
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Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10004909643
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Infinitesimal robustness for diffusions
La Vecchia, Davide; Trojani, Fabio - 2008
Persistent link: https://www.econbiz.de/10004911049