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The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
Berkelaar, Arjan
;
Cumperayot, Phornchanok
;
Kouwenberg, Roy
- In:
European Financial Management
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10005309611
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