Market price-based convex risk measures: a distribution-free optimization approach (Q435754)
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scientific article; zbMATH DE number 6055049
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| English | Market price-based convex risk measures: a distribution-free optimization approach |
scientific article; zbMATH DE number 6055049 |
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Market price-based convex risk measures: a distribution-free optimization approach (English)
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12 July 2012
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convex risk measures
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model uncertainty
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derivative pricing
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semi-infinite programming
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semidefinite programming
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0.90061784
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0.88406235
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0.8834685
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0.8832338
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0.8775969
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0.87404174
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0.87121195
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0.8711365
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0.8705859
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