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

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Standard

Value-at-Risk computational by Fourier inversion with explicit error bounds. / Siven, Johannes; Lins, Jeffrey Todd; Szymkowiak-Have, Anna.

I: Finance Research Letters, Bind 6, Nr. 2, 2009, s. 95-105.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Siven, J, Lins, JT & Szymkowiak-Have, A 2009, 'Value-at-Risk computational by Fourier inversion with explicit error bounds', Finance Research Letters, bind 6, nr. 2, s. 95-105.

APA

Siven, J., Lins, J. T., & Szymkowiak-Have, A. (2009). Value-at-Risk computational by Fourier inversion with explicit error bounds. Finance Research Letters, 6(2), 95-105.

Vancouver

Siven J, Lins JT, Szymkowiak-Have A. Value-at-Risk computational by Fourier inversion with explicit error bounds. Finance Research Letters. 2009;6(2):95-105.

Author

Siven, Johannes ; Lins, Jeffrey Todd ; Szymkowiak-Have, Anna. / Value-at-Risk computational by Fourier inversion with explicit error bounds. I: Finance Research Letters. 2009 ; Bind 6, Nr. 2. s. 95-105.

Bibtex

@article{ecb2bfe0b4fc11df825b000ea68e967b,
title = "Value-at-Risk computational by Fourier inversion with explicit error bounds",
author = "Johannes Siven and Lins, {Jeffrey Todd} and Anna Szymkowiak-Have",
year = "2009",
language = "English",
volume = "6",
pages = "95--105",
journal = "Finance Research Letters",
issn = "1544-6123",
publisher = "Academic Press",
number = "2",

}

RIS

TY - JOUR

T1 - Value-at-Risk computational by Fourier inversion with explicit error bounds

AU - Siven, Johannes

AU - Lins, Jeffrey Todd

AU - Szymkowiak-Have, Anna

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 6

SP - 95

EP - 105

JO - Finance Research Letters

JF - Finance Research Letters

SN - 1544-6123

IS - 2

ER -

ID: 21700032