Scenario-based risk evaluation

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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Item Type:

Journal Article (Original Article)

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 Fasciati-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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