VaR for nonlinear financial instruments - linear approximation or full Monte Carlo?

Ammann, ManuelManuelAmmannReich, ChristianChristianReich2023-04-132023-04-132001-09-01https://www.alexandria.unisg.ch/handle/20.500.14171/7258710.1007/s11408-001-0306-9[http://www.manuel-ammann.com/pdf/PubsAmmann2001VaRFMPM.pdf]enVaR for nonlinear financial instruments - linear approximation or full Monte Carlo?journal article