Statistics
Publications
4
Citations
191
H-Index
4
Active since
2002
Affiliations
Petter Wiberg is an author at University of Warwick specializing in financial economics, value-at-risk estimation, and financial risk.
Publications per year
2002–2009
4
4
A new Fourier transform algorithm for value-at-risk
Claudio Albanese, Ken Jackson, Petter Wiberg · Quantitative Finance · 2004 · 36 citations
Business, Finance, Risk Management +17
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