Skip to main content
4 events
when toggle format what by license comment
Aug 7, 2012 at 19:43 comment added safetyduck ... and in case the internet changes by the time you read the previous comment the reference is: Sensitivity analysis of Values at Risk, C. Gourieroux, J.P. Laurent, O. Scaille
Aug 7, 2012 at 18:56 vote accept safetyduck
Aug 7, 2012 at 18:56 comment added safetyduck The appendix here is useful: efinance.org.cn/cn/FEshuo/…
Jul 20, 2012 at 23:54 history answered Robert Israel CC BY-SA 3.0