Correlation and the pricing of risks
Year of publication: |
2007
|
---|---|
Authors: | Atlan, Marc ; Geman, Hélyette ; Madan, Dilip B. ; Yor, Marc |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 3.2007, 4, p. 411-453
|
Subject: | Katastrophe | Disaster | Risikomodell | Risk model | Messung | Measurement | CAPM | Theorie | Theory |
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