VaR without Correlations for Portfolios of Derivative Securities
Year of publication: |
1999
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Authors: | Barone-Adesi, Giovanni ; Giannopoulos, Kostas ; Vosper, Les |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 19.1999, 5, p. 583-602
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Saved in:
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