Correlation and the pricing of risks
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Publication:665786
DOI10.1007/s10436-006-0063-xzbMath1233.91320OpenAlexW2007440150MaRDI QIDQ665786
Marc Atlan, Marc Yor, Dilip B. Madan, Hélyette Geman
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-006-0063-x
Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20)
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