Abad, Pilar; Benito, Sonia A detailed comparison of value at risk estimates. (English) Zbl 1499.91180 Math. Comput. Simul. 94, 258-276 (2013). MSC: 91G70 PDFBibTeX XMLCite \textit{P. Abad} and \textit{S. Benito}, Math. Comput. Simul. 94, 258--276 (2013; Zbl 1499.91180) Full Text: DOI
Abad, Pilar; Benito, Sonia Variance reduction technique for calculating value at risk in fixed income portfolios. (English) Zbl 1459.62198 SORT 34, No. 1, 21-44 (2010). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{P. Abad} and \textit{S. Benito}, SORT 34, No. 1, 21--44 (2010; Zbl 1459.62198) Full Text: Link