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Distribution-free comparison of pricing principles. - MaRDI portal

Distribution-free comparison of pricing principles. (Q1413273)

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scientific article; zbMATH DE number 2003984
Language Label Description Also known as
English
Distribution-free comparison of pricing principles.
scientific article; zbMATH DE number 2003984

    Statements

    Distribution-free comparison of pricing principles. (English)
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    16 November 2003
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    Premium calculation
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    Stop-loss order
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    Stochastic extrema
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    Distribution-free method
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    Parameter-free method
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    Identifiers