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Research on the measure and stripping of correlation risk in incomplete market

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Publication:2990960
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DOI10.13383/J.CNKI.JSE.2015.06.005zbMATH Open1349.91321MaRDI QIDQ2990960FDOQ2990960


Authors: Ling Feng, Limei Lei, Yunping Wu Edit this on Wikidata


Publication date: 10 August 2016





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zbMATH Keywords

incomplete marketcorrelation riskrisk stripping


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)



Cited In (1)

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