Quantification of risk in classical models of finance
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Publication:5068069
DOI10.1080/14697688.2021.1993613zbMath1484.91488arXiv2004.04397OpenAlexW3216001460MaRDI QIDQ5068069
Ruben Schlotter, Alois Pichler
Publication date: 5 April 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.04397
Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Derivative securities (option pricing, hedging, etc.) (91G20)
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