Molten lava meets market languor

DOI10.1080/14697688.2002.0000004MaRDI QIDQ4646803zbMATH OpenOpenAlexFDO

Authors Alessio Sancetta, Steve Satchell

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2002.0000004

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Actuarial science and mathematical finance (91G99)

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