Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552)
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scientific article; zbMATH DE number 2040336
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| English | Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory |
scientific article; zbMATH DE number 2040336 |
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Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (English)
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11 February 2004
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Black-Scholes
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insurance pricing
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non-expected utility
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0.8984691
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0.87902105
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0.8746675
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0.8717952
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0.87082386
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0.8707712
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0.87019646
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