Cita APA

Grajales, C. A., & Medina Hurtado, S. (2023). Sensitivities-based method and expected shortfall for market risk under FRTB: Its impact on options risk capital.

Citación estilo Chicago

Grajales, Carlos Alexander, y Santiago Medina Hurtado. Sensitivities-based Method and Expected Shortfall for Market Risk Under FRTB: Its Impact On Options Risk Capital. 2023.

Cita MLA

Grajales, Carlos Alexander, y Santiago Medina Hurtado. Sensitivities-based Method and Expected Shortfall for Market Risk Under FRTB: Its Impact On Options Risk Capital. 2023.