Skip to main navigation Skip to search Skip to main content

Life after VaR

  • P Boyle
  • , M Hardy
  • , ACF (Ton) Vorst

Research output: Contribution to journalArticleAcademic

7 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)48-55
Number of pages8
JournalThe Journal of Derivatives
Volume11
Issue number3
Publication statusPublished - 2005

Research programs

  • EUR ESE 17

Cite this