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"Comparing simulation models for market risk stress testing."

Sanjay Basu (2011)

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DOI: 10.1016/J.EJOR.2011.02.023

access: closed

type: Journal Article

metadata version: 2020-02-21

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Sanjay Basu:
Comparing simulation models for market risk stress testing. Eur. J. Oper. Res. 213(1): 329-339 (2011)

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