Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Jaworski, P.
Mathware and Soft Computing, Tome 15 (2008), p. 113-124 / Harvested from Biblioteca Digital de Matemáticas
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Publié le : 2008-01-01
DMLE-ID : 4674 
@article{urn:eudml:doc:42216,
     title = {Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.},
     journal = {Mathware and Soft Computing},
     volume = {15},
     year = {2008},
     pages = {113-124},
     zbl = {1153.91594},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:42216}
}

Jaworski, P. Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.. Mathware and Soft Computing, Tome 15 (2008) pp. 113-124. http://gdmltest.u-ga.fr/item/urn:eudml:doc:42216/