A Coherent Aggregation Framework for Stress Testing and Scenario Analysis
| Year of publication: |
2011
|
|---|---|
| Authors: | Kwiatkowski, Jan ; Rebonato, Riccardo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 2, p. 139-155
|