A Quantile‐Fitting Approach to Value at Risk for Options

Autor:	NAM, DOOWOO, GUP, BENTON E.
Zdroj:	The Journal of Risk Finance, 2003, Vol. 5, Issue 1, pp. 40-50.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/eb022978 Zobrazit plný text záznamu