@article{ author = {Shafiee, Amir, raei, reza, Abdoh Tabrizi, Hossein, falahpor, saeed}, title = {Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation}, journal = {Financial Engineering and Portfolio Management}, year = {2019}, volume = {10}, issue = {40}, pages = {325-348}, doi = {}, url = {https://sanad.iau.ir/fa/Article/1079612} }