Distributional Transforms, Probability Distortions, and Their Applications (Q5026448)
From MaRDI portal
scientific article; zbMATH DE number 7470613
Language | Label | Description | Also known as |
---|---|---|---|
English | Distributional Transforms, Probability Distortions, and Their Applications |
scientific article; zbMATH DE number 7470613 |
Statements
Distributional Transforms, Probability Distortions, and Their Applications (English)
0 references
8 February 2022
0 references
distributional transforms
0 references
probability distortions
0 references
risk measures
0 references
option pricing
0 references
sensitivity analysis
0 references
change of measures
0 references
value-at-risk
0 references
expected shortfall
0 references
composition groups
0 references