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Portfolio value-at-risk approximation for geometric Brownian motion

From MaRDI portal
Publication:6602412

DOI10.3103/S1068362324700067zbMATH Open1547.6007MaRDI QIDQ6602412

Author name not available (Why is that?)

Publication date: 11 September 2024

Published in: (Search for Journal in Brave)




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