Simulation environment for discontinuous portfolio value processes

Applied Stochastic Models in Business and Industry

Volumn 17, Issue 1, 2001, Pages 41-55

  Consigli, Giorgio ^a   Di Cesare, Antonio ^b  

^a UniCredit Banca Mobiliare   (Italy)

^b SCUOLA NORMALE SUPERIORE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; FINANCIAL DATA PROCESSING; POISSON DISTRIBUTION; RANDOM PROCESSES; RISK MANAGEMENT;

DISCONTINUOUS PORTFOLIO VALUE PROCESSES;

INDUSTRIAL ECONOMICS;

EID: 0342419789     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.430     Document Type: Article

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