Pricing risk when distributions are fat tailed (Q4822459): Difference between revisions

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@@ Property / DOI: 10.1239/jap/1082552197 / rank @@
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+An actuarial approach to option pricing under the physical measure and without market assumptions
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+A note on linear utility
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@@ Property / DOI @@
+.1239/JAP/1082552197
@@ Property / DOI: 10.1239/JAP/1082552197 / rank @@
+Normal rank