Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
| Year of publication: |
2003
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|---|---|
| Authors: | Hamada, Mahmoud ; Sherris, Michael |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 10.2003, 1, p. 19-48
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