Author: Walter, Stefan

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Price Risk of Options Positions: Measurement and Capital Requirements

Price Risk of Options Positions: Measurement and Capital Requirements


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Publication:
Economic Review (Federal Reserve Bank of New York)

OCLC:
2737435, 1569027, 4442350, 1781609

ISSN:
0014-9160, 0147-6580, 0361-9826

Authors:

Date: 1994
Authors: Estrella, Arturo, Hendricks, Darryll, Walter, Stefan