VaR for Nonlinear Instruments : Linear Approximation or full Monte Carlo?
| Year of publication: |
2001
|
|---|---|
| Authors: | Ammann, Manuel ; Reich, Christian |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ZDB-ID 6358792. - Vol. 15.2001, 3, p. 363-378
|