%0 Journal Article %A Darrell Duffie %A Jun Pan %T An Overview of Value at Risk %D 1997 %R 10.3905/jod.1997.407971 %J The Journal of Derivatives %P 7-49 %V 4 %N 3 %U https://jod.pm-research.com/content/iijderiv/4/3/7.full.pdf