Pages that link to "Item:Q5852466"
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The following pages link to Compatibility between pricing rules and risk measures: The CCVaR (Q5852466):
Displayed 5 items.
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
- Actuarial pricing with financial methods (Q6156013) (← links)