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VALUE‐AT‐RISK MODELS AND OPTION PORTFOLIOS
Author(s) -
BROWN CHRISTINE,
CHAN ROSEMARY
Publication year - 1999
Publication title -
economic papers: a journal of applied economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.245
H-Index - 19
eISSN - 1759-3441
pISSN - 0812-0439
DOI - 10.1111/j.1759-3441.1999.tb01166.x
Subject(s) - citation , value (mathematics) , library science , actuarial science , economics , accounting , computer science , mathematics , statistics