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9 - Short-Term Portfolio Risk
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- Book:
- Quantitative Enterprise Risk Management
- Published online:
- 28 July 2022
- Print publication:
- 05 May 2022, pp 262-290
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HISTORICAL BACKTESTING OF LOCAL VOLATILITY MODEL USING AUD/USD VANILLA OPTIONS
- Part of
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- Journal:
- The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
- Published online by Cambridge University Press:
- 17 February 2016, pp. 319-338
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