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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Colldeforns Papiol, Gemma |
dc.contributor.author | Ortiz Gracia, Luis |
dc.date | 2019-01-24T13:46:18Z |
dc.date | 2018-11 |
dc.date | 2019-01-24T13:46:18Z |
dc.date | info:eu-repo/date/embargoEnd/2020-11-30 |
dc.identifier.citation | 0377-0427 |
dc.identifier.citation | 684849 |
dc.identifier.uri | http://hdl.handle.net/2445/127589 |
dc.format | 20 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/j.cam.2018.03.038 |
dc.relation | Journal of Computational and Applied Mathematics, 2018, vol. 342, num. November, p. 431-450 |
dc.relation | https://doi.org/10.1016/j.cam.2018.03.038 |
dc.rights | cc-by-nc-nd (c) Elsevier B.V., 2018 |
dc.rights | info:eu-repo/semantics/embargoedAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es |
dc.subject | Risc (Economia) |
dc.subject | Mercat financer |
dc.subject | Liquiditat (Economia) |
dc.subject | Valor (Economia) |
dc.subject | Risk |
dc.subject | Financial market |
dc.subject | Liquidity (Economics) |
dc.subject | Value (Economics) |
dc.title | Computation of market risk measures with stochastic liquidity horizon |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |