A Quantile‐Fitting Approach to Value at Risk for Options

Doowoo Nam and Benton E. Gup

Journal of Risk Finance, 2003, vol. 5, issue 1, 40-50

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Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb022978

DOI: 10.1108/eb022978

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