Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552): Difference between revisions
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Revision as of 15:54, 5 March 2024
scientific article; zbMATH DE number 2040336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory |
scientific article; zbMATH DE number 2040336 |
Statements
Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (English)
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11 February 2004
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Black-Scholes
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insurance pricing
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non-expected utility
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