Determination of risk pricing measures from market prices of risk (Q2518550)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determination of risk pricing measures from market prices of risk |
scientific article |
Statements
Determination of risk pricing measures from market prices of risk (English)
0 references
16 January 2009
0 references
distortion function
0 references
spectral measures
0 references
risk aversion function
0 references
maximum entropy in the mean
0 references
inverse problems
0 references
0 references
