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Q4425387 - MaRDI portal

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scientific article; zbMATH DE number 1978950
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English
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scientific article; zbMATH DE number 1978950

    Statements

    author
    Johannes Hatzl
    0 references
    publication date
    2002
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    zbMATH Keywords
    risk measures
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    portfolios
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    Monte Carlo methods
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    European options
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    Identifiers

    zbMATH DE Number
    1978950
    0 references
     
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