TY - BOOK
AU - Heidelberger, Philip
AU - Glasserman, Paul
AU - Shahabuddin, Perwez
TI - Portfolio value-at-risk with heavy-tailed risk factors
PB - IBM
PY - 2000
BT - Research report ; RC / International Business Machines Corporation, Thomas J. Watson Research Center ; 21817
CY - Almaden
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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