Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
| Year of publication: |
2004
|
|---|---|
| Authors: | Scaillet, O. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 14.2004, 1, p. 115-130
|