https://hal-univ-paris10.archives-ouvertes.fr/hal-01386005
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Submitted on : Saturday, October 22, 2016 - 3:40:52 PM Last modification on : Tuesday, November 19, 2019 - 9:45:49 AM
Christophe Boucher, Bertrand Maillet. Learning by Failing: A Simple Buffer for VaR. Financial Markets, Institutions and Instruments, Wiley-Blackwell, 2013, 22. ⟨hal-01386005⟩