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Operational risk of option hed...
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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Modelling and trading the English and German stock markets with novelty optimization techniques
Karathanasopoulos, Andreas
;
Mitra, Sovan
;
Skindilias, …
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 974-988
Persistent link: https://www.econbiz.de/10011860938
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