"Replicating portfolio approach to capital calculation."

Mathieu Cambou, Damir Filipovic (2018)

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DOI: 10.1007/S00780-017-0347-1

access: closed

type: Journal Article

metadata version: 2024-10-06

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Mathieu Cambou, Damir Filipovic:
Replicating portfolio approach to capital calculation. Finance Stochastics 22(1): 181-203 (2018)

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