Correlation and the pricing of risks (Q665786)

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Correlation and the pricing of risks
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    title
    Correlation and the pricing of risks (English)
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    author
    Marc Atlan
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    Hélyette Geman
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    Dilip B. Madan
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    Marc Yor
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    publication date
    6 March 2012
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    Mathematics Subject Classification ID
    91G70
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    62H20
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    91B30
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    zbMATH DE Number
    6012377
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    zbMATH Keywords
    kernel pricing
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    change of measure
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    catastrophic risk pricing
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    self sufficient filtrations
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    OpenAlex ID
    W2007440150
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