Accounting for risk of non linear portfolios

G. Bormetti (), V. Cazzola, D. Delpini and Giacomo Livan ()

The European Physical Journal B: Condensed Matter and Complex Systems, 2010, vol. 76, issue 1, 157-165

Date: 2010
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DOI: 10.1140/epjb/e2010-00199-9

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