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Measuring systemic risk: A risk management approach
Lehar, Alfred
- In:
Journal of Banking & Finance
29
(
2005
)
10
,
pp. 2577-2603
Persistent link: https://www.econbiz.de/10005201700
Saved in:
2
GARCH vs. stochastic volatility: Option pricing and risk management
Lehar, Alfred
;
Scheicher, Martin
;
Schittenkopf, Christian
- In:
Journal of Banking & Finance
26
(
2002
)
2-3
,
pp. 323-345
Persistent link: https://www.econbiz.de/10005194560
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