Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic ..."

Maxim Fomin, Sergey Shorokhov (2018)

> Home

Details and statistics

DOI: 10.1109/ICUMT.2018.8631272

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/icumt/FominS18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/icumt/FominS18
Maxim Fomin, Sergey Shorokhov:
On Value-at-Risk and Expected Shortfall of Financial Asset with Stochastic Pricing. ICUMT 2018: 1-10

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.