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Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes - MaRDI portal

Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes (Q3626715)

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English
Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes
scientific article

    Statements

    title
    Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes (English)
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    author
    Laurent Denis
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    Ana Meda
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    publication date
    22 May 2009
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60G70
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    91B28
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    zbMATH DE Number
    5556745
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    OpenAlex ID
    W1486308101
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