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                                       Details for article 5 of 6 found articles
 
 
  VaR for nonlinear financial instruments — linear approximation or full Monte Carlo?
 
 
Title: VaR for nonlinear financial instruments — linear approximation or full Monte Carlo?
Author: Ammann, Manuel
Reich, Christian
Appeared in: Financial markets and portfolio management
Paging: Volume 15 (2001) nr. 3 pages 363-378
Year: 2001
Contents:
Publisher: Kluwer Academic Publishers, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 5 of 6 found articles
 
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