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How risky are the options? A comparison with the underlying stock using MaxVaR as a risk measure
Patra, Saswat, (2020)
How risky are the options? : a comparison with the underlying stock using MaxVaR as a risk measure
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat, (2021)