Systematic stress tests with entropic plausibility constraints
| Year of publication: |
2013
|
|---|---|
| Authors: | Breuer, Thomas ; Csiszár, Imre |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 5, p. 1552-1559
|