VaR and CVaR Implied in Option Prices
-
Published:2016-02-29
Issue:1
Volume:9
Page:2
-
ISSN:1911-8074
-
Container-title:Journal of Risk and Financial Management
-
language:en
-
Short-container-title:JRFM
Author:
Barone Adesi Giovanni
Cited by
21 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