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Exposure valuations and their capital requirements - MaRDI portal

Exposure valuations and their capital requirements (Q6078123)

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scientific article; zbMATH DE number 7742659
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English
Exposure valuations and their capital requirements
scientific article; zbMATH DE number 7742659

    Statements

    title
    Exposure valuations and their capital requirements (English)
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    author
    Dilip B. Madan
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    King-Hang Wang
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    publication date
    27 September 2023
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    zbMATH Keywords
    fundamental theorem of asset pricing
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    bilateral gamma laws
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    measure distortions
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    capital requirements
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    Identifiers

    DOI
    10.3934/fmf.2023006
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    zbMATH DE Number
    7742659
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    OpenAlex ID
    W4328022967
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