Estimation of Conditional Value-at-Risk under Assets Liability Model with Non Constant Volatility
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Published in: 8th Annual International Conference on Industrial Engineering and Operations Management, Bandung, Indonesia
Publisher: IEOM Society International
Date of Conference: March 6
-8
, 2018
ISBN: 978-1-5323-5944-6
ISSN/E-ISSN: 2169-8767
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