Integral representations of risk functions for basket derivatives (Q3144062): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2237743582 / rank | |||
Normal rank | |||
Revision as of 23:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral representations of risk functions for basket derivatives |
scientific article |
Statements
Integral representations of risk functions for basket derivatives (English)
0 references
6 December 2012
0 references
shortfall risk
0 references
basket options
0 references
correlated assets
0 references
quantile hedging
0 references
