"How to estimate the Value at Risk under incomplete information."

Ann De Schepper, Bart Heijnen (2010)

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DOI: 10.1016/J.CAM.2009.10.007

access: open

type: Journal Article

metadata version: 2021-02-16

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Ann De Schepper, Bart Heijnen:
How to estimate the Value at Risk under incomplete information. J. Comput. Appl. Math. 233(9): 2213-2226 (2010)

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