VAR: ONE STEP BEYOND - Incorporating curvature into VAR without making approximations.
Year of publication: |
1997
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Authors: | Cárdenas, Juan ; Fruchard, Emmanuel ; Koehler, Etienne ; Michel, Christophe ; Thomazeau, Isabelle |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 10, p. 72-76
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Saved in:
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