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Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Giovanni Barone-Adesi, Kostas Giannopoulos, Les VosperVolume:
8
Year:
2002
Language:
english
Pages:
28
DOI:
10.1111/1468-036x.00175
File:
PDF, 523 KB
english, 2002