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"Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk."

Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi (2024)

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DOI: 10.1007/978-3-031-76235-2_9

access: closed

type: Conference or Workshop Paper

metadata version: 2024-11-30

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  dblp key:
  - conf/sum/CinfrigniniPV24
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Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi:
Imprecise Dynamic Value-at-Risk Induced by a DS-Bivariate Random Walk. SUM 2024: 115-129

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