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Stable modeling in energy risk management
Khindanova, Irina
;
Atakhanova, Zauresh
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001678017
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Stable modeling of market and credit value at risk
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
;
Khindanova, …
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 249-328)
.
2003
Persistent link: https://www.econbiz.de/10001882089
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