Replicating portfolio approach to capital calculation
Crossref DOI link: https://doi.org/10.1007/s00780-017-0347-1
Published Online: 2017-11-13
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cambou, Mathieu
Filipović, Damir
License valid from 2017-11-13
