A method for determining risk aversion functions from uncertain market prices of risk (Q661212): Difference between revisions
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Revision as of 01:54, 5 March 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 |
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A method for determining risk aversion functions from uncertain market prices of risk (English)
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10 February 2012
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distortion function
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spectral measures
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risk aversion function
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maximum entropy in the mean
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inverse problems for noisy data
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