Pages that link to "Item:Q4449552"
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The following pages link to Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552):
Displayed 10 items.
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
- Behavioral premium principles (Q2331011) (← links)
- Option overlay strategies (Q4683071) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Actuarial pricing with financial methods (Q6156013) (← links)