Pages that link to "Item:Q292380"
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The following pages link to On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380):
Displaying 3 items.
- Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288) (← links)
- An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885) (← links)
- Computation of market risk measures with stochastic liquidity horizon (Q1639562) (← links)