"On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic ..."

Maxim Fomin, Sergey Shorokhov (2018)

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DOI: 10.1109/ICUMT.2018.8631272

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Maxim Fomin, Sergey Shorokhov:
On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic Pricing. ICUMT 2018: 1-10

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