| Original language | English |
|---|---|
| Place of Publication | Eindhoven |
| Publisher | EURANDOM |
| Publication status | Published - 2002 |
Publication series
| Name | Research Paper |
|---|---|
| No. | 2002-019 |
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VaR Stress Tests for Highly Non-Linear Portfolios
- J.H.J. Einmahl
- , W. Foppen
- , O. Laseroms
- , C.G. de Vries
Research output: Book/Report › Report