Good deals and compatible modification of risk and pricing rule: a regulatory treatment
type: Item
instance of: scholarly article
title: Good deals and compatible modification of risk and pricing rule: a regulatory treatment
zbMATH Open document ID: 1255.91117
author: Hirbod Assa
author: Alejandro Balbás
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/12967
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6127192
zbMATH Keywords: coherent risk measure
zbMATH Keywords: pricing rule
zbMATH Keywords: good deal
zbMATH Keywords: compatibility
zbMATH Keywords: risk modification
zbMATH Keywords: risk spread
zbMATH Keywords: performance ratio
MaRDI profile type: Publication
OpenAlex ID: W2023113203
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DOI: 10.1007/S11579-011-0044-3
description: scientific article; zbMATH DE number 6127192