| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 139-164 |
| Number of pages | 26 |
| Journal | European Financial Management |
| Volume | 8 |
| Publication status | Published - 2002 |
The effect of VaR based risk management on asset prices and the volatility smile
Roy Kouwenberg, A Berkelaar, P Cumperayot
Research output: Contribution to journal › Article › Academic › peer-review
13
Citations
(Scopus)