Sonia Benito

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A detailed comparison of value at risk estimates
Mathematics and Computers in Simulation
2021-02-15Paper
Variance reduction technique for calculating value at risk in fixed income portfolios2010-08-10Paper


Research outcomes over time


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