Risk-neutral systemic risk indicators
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More about this item
KeywordsSystemic risk ; Options (Finance);
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-05-05 (All new papers)
- NEP-BAN-2013-05-05 (Banking)
- NEP-RMG-2013-05-05 (Risk Management)
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