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~person:"Scaillet, Olivier"
~person:"Schorfheide, Frank"
~person:"Schuler, Martin"
~subject:"Risikomaß"
~type_genre:"Government document"
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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