Exposure valuations and their capital requirements (Q6078123)

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scientific article; zbMATH DE number 7742659
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Exposure valuations and their capital requirements
scientific article; zbMATH DE number 7742659

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    Exposure valuations and their capital requirements (English)
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    27 September 2023
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    fundamental theorem of asset pricing
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    bilateral gamma laws
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    measure distortions
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    capital requirements
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