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Implicit quantiles and expectiles - MaRDI portal

Implicit quantiles and expectiles (Q2151639)

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scientific article
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English
Implicit quantiles and expectiles
scientific article

    Statements

    title
    Implicit quantiles and expectiles (English)
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    author
    Fabio Bellini
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    Edit Rroji
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    Carlo Sala
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    publication date
    5 July 2022
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    zbMATH Keywords
    risk-neutral distribution
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    weekly options
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    quantiles
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    expectiles
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    risk management
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    forecasting
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    62G08
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    zbMATH DE Number
    7553132
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    OpenAlex ID
    W3149500060
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