Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451)
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scientific article; zbMATH DE number 7052590
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| default for all languages | No label defined |
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| English | Nonlinear equity valuation using conic finance and its regulatory implications |
scientific article; zbMATH DE number 7052590 |
Statements
Nonlinear equity valuation using conic finance and its regulatory implications (English)
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8 May 2019
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bilateral gamma process
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measure distortion
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nonlinear expectation
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value at risk
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0.7332257032394409
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0.7165170311927795
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0.7149368524551392
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0.6884720921516418
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0.6741718649864197
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