Modelling scale consistent VaR with the truncated Lévy flight :: Thorsten Lehnert :: Centre for Economic Policy Research 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling scale consistent VaR with the truncated Lévy flight
Author Thorsten Lehnert
Contributors Christian C. P. Wolff, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2001
Publication location London
Language English

Descriptive Notes

"Financial economics".

Topics

Stocks :: Prices :: Mathematical models

Catalogue Data

OBNB ID GBA125294
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 27, [10] p.
P1042 Includes bibliographical references.

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Modelling scale consistent VaR with the truncated Lévy flight by Thorsten Lehnert. Published by Centre for Economic Policy Research in 2001. Publication and catalogue information, links to buy online and reader comments.