Comparing simulation models for market risk stress testing
| Year of publication: |
2011
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|---|---|
| Authors: | Basu, Sanjay |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 213.2011, 1 (16.8.), p. 329-340
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