Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach |
scientific article |
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Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (English)
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2 May 2016
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