Determination of risk pricing measures from market prices of risk (Q2518550)
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scientific article; zbMATH DE number 5493037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determination of risk pricing measures from market prices of risk |
scientific article; zbMATH DE number 5493037 |
Statements
Determination of risk pricing measures from market prices of risk (English)
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16 January 2009
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distortion function
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spectral measures
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risk aversion function
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maximum entropy in the mean
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inverse problems
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0.88510275
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0.8794256
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0.8719882
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0.8718621
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0.86964834
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