Statistical bootstrapping methods in VaR calculation (Q4551194)
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scientific article; zbMATH DE number 1796820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical bootstrapping methods in VaR calculation |
scientific article; zbMATH DE number 1796820 |
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Statistical bootstrapping methods in VaR calculation (English)
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5 September 2002
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value-at-risk
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Monte Carlo
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resampling
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variance reduction
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finance
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