RT Journal Article SR Electronic T1 An Overview of Value at Risk JF The Journal of Derivatives FD Institutional Investor Journals SP 7 OP 49 DO 10.3905/jod.1997.407971 VO 4 IS 3 A1 Darrell Duffie A1 Jun Pan YR 1997 UL https://pm-research.com/content/4/3/7.abstract AB