A method for determining risk aversion functions from uncertain market prices of risk (Q661212): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:52, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A method for determining risk aversion functions from uncertain market prices of risk |
scientific article |
Statements
A method for determining risk aversion functions from uncertain market prices of risk (English)
0 references
10 February 2012
0 references
distortion function
0 references
spectral measures
0 references
risk aversion function
0 references
maximum entropy in the mean
0 references
inverse problems for noisy data
0 references