The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
| Year of publication: |
2002
|
|---|---|
| Authors: | Berkelaar, Arjan ; Cumperayot, Phornchanok ; Kouwenberg, Roy |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 8.2002, 2, p. 139-164
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005309611