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An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
Roorda, B.
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2010
Persistent link: https://www.econbiz.de/10008760327
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An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
Roorda, Berend
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2010
Persistent link: https://www.econbiz.de/10008733820
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