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HARVARD Citation
Chen, J. et al. (2019). Simulation-based Value-at-Risk for nonlinear portfolios. Quantitative finance. 19 (10), pp. 1639-1658. [Online].
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Chen, J. et al. (2019). Simulation-based Value-at-Risk for nonlinear portfolios. Quantitative finance. 19 (10), pp. 1639-1658. [Online].