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Search: subject:"credit risk models, weak approximation schemes"
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International journal of theoretical and applied finance
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Value-at-risk computations in stochastic volatility models using second-order weak approximation schemes
Lütkebohmert, Eva
;
Matchie, Lydienne
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010363958
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