Value-at-Risk computational by Fourier inversion with explicit error bounds

Research output: Contribution to journal › Journal article › Research › peer-review

  • Johannes Siven
  • Jeffrey Todd Lins
  • Anna Szymkowiak-Have
Original languageEnglish
JournalFinance Research Letters
Volume6
Issue number2
Pages (from-to)95-105
ISSN1544-6123
Publication statusPublished - 2009

ID: 21700032