Value-at-risk models and option portfolios

Christine Brown, Rosemary Chan

Research output: Contribution to journalComment / DebateOtherpeer-review

Original languageEnglish
Pages (from-to)107-121
Number of pages15
JournalEconomic Papers
Volume18
Issue number4
DOIs
Publication statusPublished - 1 Dec 1999
Externally publishedYes

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