MONTE CARLO WITHIN A DAY - Calculating intra-day VAR using Monte Carlo simulation.
| Year of publication: |
1999
|
|---|---|
| Authors: | Cardenas, Juan ; Fruchard, Emmanuel ; Picron, Jean-François ; Reyes, Cecilla ; Walters, Kristen ; Yang, Weiming |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 12.1999, 2, p. 55-60
|