✦ LIBER ✦
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
✍ Scribed by Chen, Rongda; Yu, Lean
- Book ID
- 121499199
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 453 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0264-9993
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