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~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Sensitivity analysis"
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Sensitivity analysis
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001807607
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