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The marginal price of risk with a VaR constraint
Eisenberg, Larry
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003502682
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Quantity-adjusting options and forward contracts
Babbel, David F.
;
Eisenberg, Laurence K.
-
1991
Persistent link: https://www.econbiz.de/10001613489
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