Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470): Difference between revisions
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Latest revision as of 06:53, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure |
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Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (English)
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23 May 2007
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heterogeneous portfolio
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majorization
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Schur convex functions
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