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How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure

Saswat Patra;Malay Bhattacharyya;Patra, Saswat;Bhattacharyya, Malay;

2020 risks DOI: 10.3390/risks8030076 89 views

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var pearson type-iv p&amp l