GRAJALES, C. A.; MEDINA HURTADO, S. Sensitivities-based method and expected shortfall for market risk under FRTB: its impact on options risk capital. Journal of Economics, Finance and Administrative Science, [S. l.], v. 28, n. 55, p. 96–115, 2023. Disponível em: https://revistas.esan.edu.pe/index.php/jefas/article/view/663. Acesso em: 3 jul. 2024.