Work

The price risk of options positions: measurement and capital requirements

Year: 1994

Type: article

Source: RePEc: Research Papers in Economics

Authors: Arturo Estrella, Darryll Hendricks, John Kambhu, Soo Shin, Stefan Walter

Language: English

Topic: Risk Management in Financial Firms

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1600099754

FWCI: 11.21

Cites:

Cited by: 20

Related to: 10