Fat tails, expected shortfall and the Monte Carlo method : a note
Michael Brunner; Fabio Piacenza; Fabio Monti; Davide Bazzarello
| Year of publication: |
2009
|
|---|---|
| Authors: | Brunner, Michael ; Piacenza, Fabio ; Monti, Fabio ; Bazzarello, Davide |
| Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 4.2009/10, 1, p. 81-88
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009911426