Geodesic
Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Mathware & soft computing, Tome 15 (2008) no. 1.

Voir la notice de l'article provenant de la source Proyecto DML-E: Biblioteca Digital de Matemáticas 

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     author = {Jaworski , P.},
     title = {Bounds for {Value} at {Risk} - {The} {Approach} {Based} on {Copulas} with {Homogeneous} {Tails.}},
     journal = {Mathware & soft computing},
     pages = {113-124},
     publisher = {mathdoc},
     volume = {15},
     number = {1},
     year = {2008},
     language = {en},
     url = {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/