Nonlinear equity valuation using conic finance and its regulatory implications
Year of publication: |
2019
|
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Authors: | Madan, Dilip B. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 1, p. 31-65
|
Subject: | Bilateral gamma process | Measure distortion | Nonlinear expectation | Value at risk | Theorie | Theory | Risikomaß | Risk measure | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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