Conic asset pricing and the costs of price fluctuations (Q2422123)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conic asset pricing and the costs of price fluctuations |
scientific article |
Statements
Conic asset pricing and the costs of price fluctuations (English)
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18 June 2019
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probability distortion
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measure distortion
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self decomposable law
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variance gamma model
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