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scientific article
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English
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scientific article

    Statements

    publication date
    12 July 2001
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    zbMATH Keywords
    value-at-risk
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    financial applications
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    sensitivities of probabilistic functions
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    90C31
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    91B28
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    91B30
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    zbMATH DE Number
    1618132
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