Title of article
MaxVaR with non-Gaussian distributed returns
Author/Authors
Damiano Rossello، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
13
From page
159
To page
171
Keywords
Inflation factor , Monte Carlo simulation , Margin account , Risk management , Jump-Diffusion Model , Risk measures
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217671
Link To Document