Zobrazeno 1 - 1
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pro vyhledávání: '"Thierry Bédard"'
Publikováno v:
Applied Mathematical Finance. 15:205-218
There exists a wide variety of models for return, and the chosen model determines the tool required to calculate the value at risk (VaR). This paper introduces an alternative methodology to model‐based simulation by using a Monte Carlo simulation o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c10cdc72feb2d2341af400e91b5852bb
https://doi.org/10.1080/13504860701718448
https://doi.org/10.1080/13504860701718448
