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Contingent claim pricing using probability distortion operators : methods from insurance risk pricing and their relationship to financial theory
Hamada, Mahmoud
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Sherris, Michael
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Applied mathematical finance
10
(
2003
)
1
,
pp. 19-47
Persistent link: https://www.econbiz.de/10001756866
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Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
Hamada, Mahmoud
;
Sherris, Michael
- In:
Applied mathematical finance
10
(
2003
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10008215546
Saved in:
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