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Fruchard, Emmanuel
Thomazeau, Isabelle
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Gündüz, Yalin
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Risk : managing risk in the world's financial markets
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VAR: ONE STEP BEYOND - Incorporating curvature into VAR without making approximations.
Cárdenas, Juan
;
Fruchard, Emmanuel
;
Koehler, Etienne
; …
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
10
,
pp. 72-76
Persistent link: https://www.econbiz.de/10007067339
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