A new Fourier transform algorithm for value-at-risk

Quantitative Finance

Volumn 4, Issue 3, 2004, Pages 328-338

  Albanese, Claudio ^a   Jackson, Ken ^a   Wiberg, Petter ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3142579900     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/4/3/008     Document Type: Article

References (29)

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