A Study on Value-at-Risk and Lévy Processes

Conference paper

Journées Internationales du Risque (Niort, France, 26/05/2011–27/05/2011)

01/05/2011

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Title: A Study on Value-at-Risk and Lévy Processes
Creators: Olivier Le Courtois (Author)
Conference: Journées Internationales du Risque (Niort, France, 26/05/2011–27/05/2011)
Identifiers: 9917378909453
Academic Unit: Department of Quantitative Finance & Economics
Language: English
Resource Type: Conference paper
Local Fields: 90572