Quantification of risk in classical models of finance (Q5068069)

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scientific article; zbMATH DE number 7503250
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English
Quantification of risk in classical models of finance
scientific article; zbMATH DE number 7503250

    Statements

    title
    Quantification of risk in classical models of finance (English)
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    author
    Alois Pichler
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    Ruben Schlotter
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    publication date
    5 April 2022
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    zbMATH Keywords
    risk measures
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    optimal control
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    Black-Scholes
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    cites work
    Q4550909
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    Q4905685
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    Q4657107
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    Q3378055
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    Q3528030
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    Q2925334
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G70
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    93E20
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    zbMATH DE Number
    7503250
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    OpenAlex ID
    W3216001460
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    arXiv ID
    2004.04397
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