Denting the FRTB‐IMA Computational Challenge via Orthogonal Chebyshev Sliding Technique
| Year of publication: |
2021
|
|---|---|
| Authors: | Zeron, Mariano ; Ruiz, Ignacio |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2021.2021, 111, p. 74-93
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10907 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012808839