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Apports de la Théorie des Valeurs Extrêmes au calcul de la Value-at-Risk (Contributions of the Extreme Values Theory in the calculation of Value-at-Risk)
Bakkar, YassineYear:
2018
Language:
french
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3398651
File:
PDF, 1.76 MB
french, 2018