scientific article; zbMATH DE number 1538082

zbMATH Open0967.91024MaRDI QIDQ4518945FDOQ4518945

Authors: Jens Breckling, Ernst Eberlein, Philip Kokic 

Publication date: 29 August 2001

Title of this publication is not available (Why is that?)

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zbMATH Keywords

generalized hyperbolic distributionvalue at riskrisk managementcredit riskP\&L distribution

Mathematics Subject Classification ID

Cited In (1)

• Fitting bivariate cumulative returns with copulas

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