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N°14-40: A Fast, Accurate Method for Value at Risk and Expected Shortfall, J. Krause and M. S. Paolella, 2014.

N°14-40: A Fast, Accurate Method for Value at Risk and Expected Shortfall, J. Krause and M. S. Paolella, 2014.

AuthorM. Paolella, J. Krause
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2448615

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