Conditional coherent risk measures and regime-switching conic pricing (Q2671647)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional coherent risk measures and regime-switching conic pricing |
scientific article |
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Conditional coherent risk measures and regime-switching conic pricing (English)
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3 June 2022
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conditional coherent risk measures
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Markov chains
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regime-switching
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conic finance
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European options
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distortion functions
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conic quantization
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