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~isPartOf:"Working Papers Series / Central Bank of Brazil, Research Department"
~language:"por"
~person:"Lemgruber, Eduardo Facó"
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Lemgruber, Eduardo Facó
Alves, Sérgio Afonso Lago
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Araújo, Gustavo Silva
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Barbedo, Claudio Henrique da Silveira
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Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil
Barbedo, Claudio Henrique da Silveira
;
Araújo, Gustavo …
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Central Bank of Brazil, Research Department
-
2003
assets cause sufficient unaccuracy in this
measurement
, mainly for the parametric models. The purpose of this article is to …
Persistent link: https://www.econbiz.de/10005771001
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