Distributional Transforms, Probability Distortions, and Their Applications (Q5026448)
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scientific article; zbMATH DE number 7470613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional Transforms, Probability Distortions, and Their Applications |
scientific article; zbMATH DE number 7470613 |
Statements
Distributional Transforms, Probability Distortions, and Their Applications (English)
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8 February 2022
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distributional transforms
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probability distortions
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risk measures
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option pricing
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sensitivity analysis
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change of measures
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value-at-risk
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expected shortfall
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composition groups
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