MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
type: Item
instance of: scholarly article
title: MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
zbMATH Open document ID: 1208.91148
DOI: 10.1142/S0219024910006157
published in: International Journal of Theoretical and Applied Finance
publication date: 2011-01-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 5839569
zbMATH Keywords: risk measures
zbMATH Keywords: concave distortions
zbMATH Keywords: acceptability index
zbMATH Keywords: variance gamma model
zbMATH Keywords: delta hedging
zbMATH Keywords: structured products
MaRDI profile type: Publication
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full work available at URL: s0219024910006157
OpenAlex ID: W2145497682
description: scientific article