Optimization of Monte Carlo Procedures for Value at Risk Estimates
| Year of publication: |
2002
|
|---|---|
| Authors: | Antonelli, Sabrina ; Iovino, Maria Gabriella |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 31.2002, 1, p. 59-78
|