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Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S.; Pritsker, Matthew - 2000
Persistent link: https://www.econbiz.de/10001486259
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Improving grid-based methods for estimating value-at-risk of fixed-income portfolios
Gibson, Michael S.; Pritsker, Matthew - In: Innovations in risk management : seminal papers from …, (pp. 149-177). 2004
Persistent link: https://www.econbiz.de/10002600263