"Value-at-risk with heavy-tailed risk factors."

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin (2000)

> Home

Details and statistics

DOI: 10.1109/CIFER.2000.844599

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cifer/GlassermanHS00
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cifer/GlassermanHS00
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin:
Value-at-risk with heavy-tailed risk factors. CIFEr 2000: 58-61

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.