An approach to VaR for capital markets with Gaussian mixture
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Publication:2572749
DOI10.1016/j.amc.2004.10.004zbMath1096.91038MaRDI QIDQ2572749
Qian-Sheng Cheng, Ming-Heng Zhang
Publication date: 4 November 2005
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2004.10.004
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