VaR: exchange rate risk and jump risk
From MaRDI portal
Publication:544463
DOI10.1155/2010/196461zbMath1214.91139OpenAlexW1982916850WikidataQ58652645 ScholiaQ58652645MaRDI QIDQ544463
Publication date: 15 June 2011
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/227439
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Credit risk (91G40)
Cites Work
This page was built for publication: VaR: exchange rate risk and jump risk