Original language | English |
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Pages (from-to) | 107-121 |
Number of pages | 15 |
Journal | Economic Papers |
Volume | 18 |
Issue number | 4 |
DOIs |
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Publication status | Published - 1 Dec 1999 |
Externally published | Yes |
Value-at-risk models and option portfolios
Christine Brown, Rosemary Chan
Research output: Contribution to journal › Comment / Debate › Other › peer-review