Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844)

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Tail Variance Premium with Applications for Elliptical Portfolio of Risks
scientific article

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    title
    Tail Variance Premium with Applications for Elliptical Portfolio of Risks (English)
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    author
    Edward Furman
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    Zinoviy Landsman
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    publication date
    15 June 2009
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    Identifiers

    zbMATH DE Number
    5564875
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