Return and Value at Risk using the Dirichlet Process
| Year of publication: |
2008
|
|---|---|
| Authors: | Zarepour, Mahmoud ; Bedard, Thierry ; Dabrowski, Andre |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 3, p. 205-218
|