Correlation and the pricing of risks (Q665786)
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scientific article; zbMATH DE number 6012377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation and the pricing of risks |
scientific article; zbMATH DE number 6012377 |
Statements
Correlation and the pricing of risks (English)
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6 March 2012
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kernel pricing
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change of measure
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catastrophic risk pricing
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self sufficient filtrations
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