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- Title:
Operational VaR: a closed-form approximation
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Böcker, K., Klüppelberg, C.
- Journal title:
- Risk
- Year:
- 2005
- Month:
- Dec
- Pages contribution:
- 90-93
- Language:
- en
- WWW:
- http://www.citeulike.org/user/seancarmody/article/7424738
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX