Scenario-based risk evaluation
From MaRDI portal
Publication:2238773
DOI10.1007/s00780-021-00460-9zbMath1476.91222arXiv1808.07339MaRDI QIDQ2238773
Publication date: 2 November 2021
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.07339
91G70: Statistical methods; risk measures
Uses Software