The relationship between conditional value at risk and option prices with a closed-form solution

Mitra, Sovan (2015) The relationship between conditional value at risk and option prices with a closed-form solution. The European Journal of Finance, 21 (5). pp. 400-425.

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Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	04 Jul 2016 16:08
Last Modified:	19 Jan 2023 07:34
DOI:	10.1080/1351847x.2013.830141
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3002075