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"Option-Implied Intrahorizon Value at Risk."

Markus Leippold, Nikola Vasiljevic (2020)

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DOI: 10.1287/MNSC.2018.3157

access: closed

type: Journal Article

metadata version: 2020-06-30

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Markus Leippold, Nikola Vasiljevic:
Option-Implied Intrahorizon Value at Risk. Manag. Sci. 66(1): 397-414 (2020)

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