D-Brane solutions under market panic
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- Paul Glasserman & Philip Heidelberger & Perwez Shahabuddin, 2002. "Portfolio Value-at-Risk with Heavy-Tailed Risk Factors," Mathematical Finance, Wiley Blackwell, vol. 12(3), pages 239-269.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-05 (All new papers)
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