Stable Distributions
Year of publication: |
2005-03-01
|
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Authors: | Borak, Szymon ; Härdle, Wolfgang ; Weron, Rafal |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Optionspreistheorie | Value at Risk |
Extent: | 643072 bytes 28 p. application/pdf |
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Series: | Diskussionspapier ; 2005-008 |
Type of publication: | Book / Working Paper |
Language: | English |
ISSN: | 1860-5664 |
Classification: | C16 - Specific Distributions ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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