Monte Carlo within a day

MaRDI QIDQ2725592zbMATH OpenFDO

Authors Juan D. Cárdenas, Emmanuel Fruchard, Jean-François Picron, Cecilia Reyes, Kristen Walters, Weiming Yang

Publication date 3 September 2001

zbMATH Keywords

intra-day VaRMonte Carlo simulationportfolio revaluations

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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