On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility
Crossref DOI link: https://doi.org/10.1007/s11009-015-9446-7
Published Online: 2015-05-26
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ramponi, Alessandro
Text and Data Mining valid from 2015-05-26