Information Journal Paper
APA:
CopyGLASSERMAN, P., & HEIDELBERGER, P.. (2002). PORTFOLIO VALUE AT RISK WITH HEAVY TAILED RISK FACTORS. MATHEMATICAL FINANCE, 12(3), 239-269. SID. https://sid.ir/paper/603580/en
Vancouver:
CopyGLASSERMAN P., HEIDELBERGER P.. PORTFOLIO VALUE AT RISK WITH HEAVY TAILED RISK FACTORS. MATHEMATICAL FINANCE[Internet]. 2002;12(3):239-269. Available from: https://sid.ir/paper/603580/en
IEEE:
CopyP. GLASSERMAN, and P. HEIDELBERGER, “PORTFOLIO VALUE AT RISK WITH HEAVY TAILED RISK FACTORS,” MATHEMATICAL FINANCE, vol. 12, no. 3, pp. 239–269, 2002, [Online]. Available: https://sid.ir/paper/603580/en