G. Sorwar
Estimating Financial Risk Measures for Options.
Sorwar, G.; Dowd, K.
Citation
Sorwar, G., & Dowd, K. (2010). Estimating Financial Risk Measures for Options. Journal of Banking and Finance, 34(8), 1982-1992. https://doi.org/10.1016/j.jbankfin.2010.01.005
Journal Article Type | Article |
---|---|
Publication Date | 2010-08 |
Deposit Date | Nov 20, 2012 |
Journal | Journal of Banking and Finance |
Print ISSN | 0378-4266 |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 34 |
Issue | 8 |
Pages | 1982-1992 |
DOI | https://doi.org/10.1016/j.jbankfin.2010.01.005 |
Public URL | https://durham-repository.worktribe.com/output/1500645 |
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