Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 21 (2007)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=119763
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- Giacomo Bormetti & Sofia Cazzaniga, 2011. "Multiplicative noise, fast convolution, and pricing," Papers 1107.1451, arXiv.org.
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