Computational dynamic market risk measures in discrete time...

Computational dynamic market risk measures in discrete time setting

Seck, Babacar, Elliott, Robert J., Gueyie, Jean Pierre
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Volume:
1
Year:
2014
Language:
english
Journal:
International Journal of Financial Engineering and Risk Management
DOI:
10.1504/ijferm.2014.065649
File:
PDF, 338 KB
english, 2014
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