BEYOND THE LOGNORMAL - A new method for incorporating non-lognormality into Monte Carlo VAR simulation.
| Year of publication: |
2000
|
|---|---|
| Authors: | Hosking, Jonathon ; Bonti, Gabriel ; Siegel, Dirk |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 13.2000, 5, p. 59-62
|