Small perturbations with large effects on value-at-risk (Q5250622)
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scientific article; zbMATH DE number 6438640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Small perturbations with large effects on value-at-risk |
scientific article; zbMATH DE number 6438640 |
Statements
Small perturbations with large effects on value-at-risk (English)
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21 May 2015
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Gaussian perturbation
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value-at-risk
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delta-normal model
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0.792721152305603
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0.7858829498291016
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0.7857639789581299
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0.7751442193984985
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