Generalized extreme value distribution and extreme economic value at risk (EE-VaR)
Amadeo Alentorn and Sheri Markose
| Year of publication: |
2008
|
|---|---|
| Authors: | Alentorn, Amadeo ; Markose, Sheri M. |
| Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 47-71
|
| Subject: | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Ausreißer | Outliers | Theorie | Theory | Großbritannien | United Kingdom | 1997-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003669439