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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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Political risk modelling and measurement from stochastic volatility models
Mitra, Sovan
- In:
International journal of sustainable economy
11
(
2019
)
2
,
pp. 184-218
Persistent link: https://www.econbiz.de/10012050864
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