On some claims related to Choquet integral risk measures (Q1761861): Difference between revisions
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Revision as of 05:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some claims related to Choquet integral risk measures |
scientific article |
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On some claims related to Choquet integral risk measures (English)
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15 November 2012
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Choquet integral
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coherent risk measures
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distortion functions
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Lévy processes
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martingale measures
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option pricing
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risk neutral probabilities
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spectral risk measures
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