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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
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2000
Persistent link: https://www.econbiz.de/10001456589
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Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
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1999
Persistent link: https://www.econbiz.de/10001379916
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