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Real-time VaR Calculations for Crypto Derivatives in kdb+/q

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Yutong, Bilokon, Paul, Hales, Conan, Kerr, Laura
Format:	Preprint
Published:	2023
Subjects:	Statistical Finance Risk Management
Online Access:	Acceder al recurso
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