Coherent and convex fair pricing and variability measures (Q2379324)
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scientific article; zbMATH DE number 5684945
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Coherent and convex fair pricing and variability measures |
scientific article; zbMATH DE number 5684945 |
Statements
Coherent and convex fair pricing and variability measures (English)
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19 March 2010
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coherent previsions
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convex previsions
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coherent risk measures
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convex risk measures
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variability measures
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fair price
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0.8106702566146851
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0.7719171047210693
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0.7695552110671997
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0.7667623162269592
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0.7664493918418884
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