Title of article :
MaxVaR with non-Gaussian distributed returns
Author/Authors :
Damiano Rossello، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Inflation factor , Monte Carlo simulation , Margin account , Risk management , Jump-Diffusion Model , Risk measures
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
