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[Institute of Mathematical Statistics Collections] Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz || Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes

[Institute of Mathematical Statistics Collections] Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz || Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes

Denis, Laurent
  • 作者Denis, Laurent
  • 文件大小513.94KB
  • 发表时间2008
  • DOI10.1214/074921708000000444
  • 页码301-314
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