Pages that link to "Item:Q3165702"
From MaRDI portal
The following pages link to Maximum-loss, minimum-win and the Esscher pricing principle (Q3165702):
Displaying 6 items.
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- Risk measurement with maximum loss (Q1806286) (← links)
- Loss Functions in Option Valuation: A Framework for Selection (Q3117827) (← links)
- Learning Manipulation Through Information Dissemination (Q5060519) (← links)
- ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (Q5411987) (← links)
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)