Large portfolio losses
Amir Dembo; Jean-Dominique Deuschel; Darrell Duffie
- 期刊名称Finance and Stochastics
- 作者Amir Dembo; Jean-Dominique Deuschel; Darrell Duffie
- 卷第8卷
- 期第1期
- 印刷ISSN0949-2984
- 电子ISSN1432-1122
- 文件大小199.74KB
- 发表时间2004-01
- DOI10.1007/s00780-003-0107-2
- 页码3-16