Statistical bootstrapping methods in VaR calculation
| Year of publication: |
2001
|
|---|---|
| Authors: | Siegl, Thomas ; West, Ansgar |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 8.2001, 3, p. 167-182
|