The geometry of risk adjustments (Q6581906)
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scientific article; zbMATH DE number 7890792
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The geometry of risk adjustments |
scientific article; zbMATH DE number 7890792 |
Statements
The geometry of risk adjustments (English)
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1 August 2024
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Jensen's alpha
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Kelly criterion
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market price of risk
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option pricing
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geometry
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0.7523220777511597
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0.7344723343849182
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0.7098857760429382
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0.7019672989845276
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0.6974003314971924
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