Wang, Ruodu; Ziegel, Johanna F. (2021). Scenario-based risk evaluation. Finance and stochastics, 25(4), pp. 725-756. Springer-Verlag 10.1007/s00780-021-00460-9
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Wang-Ziegel2021_Article_Scenario-basedRiskEvaluation.pdf - Published Version Available under License Creative Commons: Attribution (CC-BY). Download (1MB) | Preview |
Item Type: |
Journal Article (Original Article) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Ziegel, Johanna F. |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
0949-2984 |
Publisher: |
Springer-Verlag |
Language: |
English |
Submitter: |
Johanna Ziegel |
Date Deposited: |
01 Feb 2022 14:47 |
Last Modified: |
05 Dec 2022 16:03 |
Publisher DOI: |
10.1007/s00780-021-00460-9 |
BORIS DOI: |
10.48350/164367 |
URI: |
https://boris.unibe.ch/id/eprint/164367 |
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