"Stochastic models for risk estimation in volatile markets: a survey."

Stoyan V. Stoyanov et al. (2010)

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DOI: 10.1007/S10479-008-0468-1

access: closed

type: Journal Article

metadata version: 2020-08-13

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Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlozar T. Rachev, Frank J. Fabozzi:
Stochastic models for risk estimation in volatile markets: a survey. Ann. Oper. Res. 176(1): 293-309 (2010)

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