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Journal of banking & finance
Discussion paper / The Pensions Institute, Cass Business School, City University
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Estimating financial risk measures for options
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1982-1992
Persistent link: https://www.econbiz.de/10008665539
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Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
Saved in:
3
Estimating financial risk measures for options
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1982-1993
Persistent link: https://www.econbiz.de/10008424793
Saved in:
4
Extreme spectral risk measures: An application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3486
Persistent link: https://www.econbiz.de/10007384924
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