"Weighted V@R and its Properties."

Alexander S. Cherny (2006)

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DOI: 10.1007/S00780-006-0009-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alexander S. Cherny:
Weighted V@R and its Properties. Finance Stochastics 10(3): 367-393 (2006)

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