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

DOI10.13383/J.CNKI.JSE.2015.06.005MaRDI QIDQ2990960zbMATH OpenFDO

Authors Ling Feng, Limei Lei, Yunping Wu

Publication date 10 August 2016

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)

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• scientific article; zbMATH DE number 6796085 (Why is no real title available?)

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