"Implied value-at-risk and model-free simulation."

Carole Bernard, Andrea Perchiazzo, Steven Vanduffel (2024)

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DOI: 10.1007/S10479-022-05048-W

access: closed

type: Journal Article

metadata version: 2024-05-31

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Carole Bernard, Andrea Perchiazzo, Steven Vanduffel:
Implied value-at-risk and model-free simulation. Ann. Oper. Res. 336(1-2): 925-943 (2024)

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