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The geometry of risk adjustments - MaRDI portal

The geometry of risk adjustments (Q6581906)

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scientific article; zbMATH DE number 7890792
Language Label Description Also known as
English
The geometry of risk adjustments
scientific article; zbMATH DE number 7890792

    Statements

    title
    The geometry of risk adjustments (English)
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    author
    Hans-Peter Bermin
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    Magnus Holm
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    publication date
    1 August 2024
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    zbMATH Keywords
    Jensen's alpha
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    Kelly criterion
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    market price of risk
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    option pricing
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    geometry
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G20
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    91G80
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    zbMATH DE Number
    7890792
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