"On measuring nonlinear risk with scarce observations."

Alexander S. Cherny, Raphael Douady, Stanislav Molchanov (2010)

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DOI: 10.1007/S00780-009-0107-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alexander S. Cherny, Raphael Douady, Stanislav Molchanov:
On measuring nonlinear risk with scarce observations. Finance Stochastics 14(3): 375-395 (2010)

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