Option-Implied Intra-Horizon Value-at-Risk
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Publisher
Elsevier BV
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Simulating risk measures via asymptotic expansions for relative errors;Mathematical Finance;2021-03-30
2. JDOI Variance Reduction Method and the Pricing of American-Style Options;SSRN Electronic Journal;2021
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