Implicit quantiles and expectiles
Year of publication: |
2022
|
---|---|
Authors: | Bellini, Fabio ; Rroji, Edit ; Sala, Carlo |
Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 733-753
|
Subject: | Risk-neutral distribution | Weekly options | Quantiles | Expectiles | Risk management | Forecasting |
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