Alternative Approximations to Value-At-Risk: A Comparison (Q2876139)
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scientific article; zbMATH DE number 6331006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative Approximations to Value-At-Risk: A Comparison |
scientific article; zbMATH DE number 6331006 |
Statements
Alternative Approximations to Value-At-Risk: A Comparison (English)
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18 August 2014
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Cornish-Fisher approximation
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Liu approximation
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Sillitto approximation
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value at risk
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