Sensitivity analysis of values at risk

Christian S. Gourieroux, J.P. Laurent and Olivier Scaillet ()

No 2000-04, THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

Date: 2000
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Working Paper: Sensitivity Analysis of Values at Risk (2000)
Working Paper: Sensitivity Analysis of Values at Risk (2000)
Working Paper: Sensitivity Analysis of Values at Risk (2000)
Journal Article: Sensitivity analysis of Values at Risk (2000)
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