Correlation and the pricing of risks
Marc Atlan; Hélyette Geman; Dilip B. Madan; Marc Yor
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003529804