Measure distorted arrival rate risks and their rewards (Q2296098)
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scientific article; zbMATH DE number 7168361
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Measure distorted arrival rate risks and their rewards |
scientific article; zbMATH DE number 7168361 |
Statements
Measure distorted arrival rate risks and their rewards (English)
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17 February 2020
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variance gamma
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hunt process
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Markov chain approximation
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matrix exponentiation
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momentum function
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measure distortion
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0.7416054606437683
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0.7320834398269653
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0.7303961515426636
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0.7248840928077698
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0.7225773334503174
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