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![PDF] Basel II and the Risk Management of Basket Options with Time-Varying Correlations | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/60748e3660122d8ea079787e0ea05b1ff0fef7ab/14-Figure3-1.png "PDF] Basel II and the Risk Management of Basket Options with Time-Varying Correlations | Semantic Scholar")
PDF] Basel II and the Risk Management of Basket Options with Time-Varying Correlations | Semantic Scholar
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