Integral representations of risk functions for basket derivatives (Q3144062): Difference between revisions
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Latest revision as of 14:24, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representations of risk functions for basket derivatives |
scientific article |
Statements
Integral representations of risk functions for basket derivatives (English)
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6 December 2012
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shortfall risk
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basket options
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correlated assets
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quantile hedging
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