The Analysis of VAR, Deltas and State Prices: A New Approach
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Bibliographic InfoPaper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 11-96.
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- Beeck, Helmut & Johanning, Lutz & Rudolph, Bernd, 1997. "Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich," CFS Working Paper Series 1997/02, Center for Financial Studies (CFS).
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