Pricing of the time-change risks (Q543799)

From MaRDI portal





scientific article; zbMATH DE number 5909552
Language Label Description Also known as
default for all languages
No label defined
    English
    Pricing of the time-change risks
    scientific article; zbMATH DE number 5909552

      Statements

      Pricing of the time-change risks (English)
      0 references
      0 references
      0 references
      17 June 2011
      0 references
      time deformation
      0 references
      risk premium
      0 references
      recursive utility
      0 references

      Identifiers