Small perturbations with large effects on value-at-risk
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Publication:5250622
DOI10.7151/dmps.1148zbMath1315.60021MaRDI QIDQ5250622
João Tiago Mexia, Manuel L. Esquível, Philippe Didier, Luís Dimas
Publication date: 21 May 2015
Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5d2836b3ef7e8f0335cca3fd6e7b9c57cb562e36