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Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Mathware & soft computing, Tome 15 (2008) no. 1 Cet article a éte moissonné depuis la source Proyecto DML-E: Biblioteca Digital de Matemáticas

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@article{MSC_2008_2008_1_a6,
     author = {Jaworski , P.},
     title = {Bounds for {Value} at {Risk} - {The} {Approach} {Based} on {Copulas} with {Homogeneous} {Tails.}},
     journal = {Mathware & soft computing},
     pages = {113-124},
     year = {2008},
     volume = {15},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/}
}
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EP  - 124
VL  - 15
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/
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Jaworski , P. Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.. Mathware & soft computing, Tome 15 (2008) no. 1. http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/