Coherent risk measure, equilibrium and equilibrium pricing (Q865612)
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scientific article; zbMATH DE number 5128332
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Coherent risk measure, equilibrium and equilibrium pricing |
scientific article; zbMATH DE number 5128332 |
Statements
Coherent risk measure, equilibrium and equilibrium pricing (English)
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19 February 2007
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coherent risk measure
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Pareto equilibrium
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equilibrium pricing
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Arrow-Debreu equilibrium
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0.8953210115432739
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0.824462354183197
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0.8038449883460999
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0.8014278411865234
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0.7891420722007751
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