Correlation and the pricing of risks
| Year of publication: |
2007
|
|---|---|
| Authors: | Atlan, Marc ; Geman, Hélyette ; Madan, Dilip ; Yor, Marc |
| Published in: |
Annals of Finance. - Springer. - Vol. 3.2007, 4, p. 411-453
|
| Publisher: |
Springer |
| Subject: | Kernel pricing | Change of measure | Catastrophic risk pricing | Self sufficient filtrations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701386