"Algorithmic estimation of risk factors in financial markets with ..."

Janko Hernández, David Saunders, Luis A. Seco (2012)

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DOI: 10.1016/J.COR.2010.09.007

access: closed

type: Journal Article

metadata version: 2024-10-06

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Janko Hernández, David Saunders, Luis A. Seco:
Algorithmic estimation of risk factors in financial markets with stochastic drift. Comput. Oper. Res. 39(4): 820-828 (2012)

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