author = { Heidelberger, Philip AND Glasserman, Paul AND Shahabuddin, Perwez },

title = { Portfolio value-at-risk with heavy-tailed risk factors },

publisher = {IBM},

year = {2000},

booktitle = {Research report ; RC / International Business Machines Corporation, Thomas J. Watson Research Center ; 21817},

address = { Almaden },

url = { http://slubdd.de/katalog?TN_libero_mab2 }