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Implied value-at-risk and model-free simulation

Crossref DOI link: https://doi.org/10.1007/s10479-022-05048-w

Published Online: 2022-11-05

Published Print: 2024-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bernard, Carole https://orcid.org/0000-0002-3996-9260
Perchiazzo, Andrea https://orcid.org/0000-0002-8856-3718
Vanduffel, Steven https://orcid.org/0000-0003-0511-1044
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Text and Data Mining valid from 2022-11-05

Version of Record valid from 2022-11-05
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Article History

Accepted: 17 October 2022

First Online: 5 November 2022