Risk management using var simulation with applications to Bucharest stock exchange.
Roşca, Alin V.
Acta Universitatis Apulensis. Mathematics - Informatics, Tome 15 (2008), p. 23-36 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:224526 
@article{05720947,
     title = {Risk management using var simulation with applications to Bucharest stock exchange.},
     journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
     volume = {15},
     year = {2008},
     pages = {23-36},
     zbl = {1212.91122},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05720947}
}

Roşca, Alin V. Risk management using var simulation with applications to Bucharest stock exchange.. Acta Universitatis Apulensis. Mathematics - Informatics, Tome 15 (2008) pp. 23-36. http://gdmltest.u-ga.fr/item/05720947/