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Estimating Financial Risk Measures for Options.

Sorwar, G.; Dowd, K.

Authors

G. Sorwar



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