A Study on Value-at-Risk and Lévy Processes (1032)

Conference paper

AsianFA, Asian Finance Association, University of Macau

Asian Finance Association International Conference, 2011 (Macao, China, 10/07/2011–13/07/2011)

01/07/2011

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Title: A Study on Value-at-Risk and Lévy Processes (1032)
Creators: Olivier Le Courtois (Author)
Conference: Asian Finance Association International Conference, 2011 (Macao, China, 10/07/2011–13/07/2011)
Publisher: AsianFA, Asian Finance Association, University of Macau
Identifiers: 9917379209453
Academic Unit: Department of Quantitative Finance & Economics
Language: English
Resource Type: Conference paper
Local Fields: 90571