On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Claude Lefèvre, Stéphane Loisel and Pierre Montesinos
| Year of publication: |
2021
|
|---|---|
| Authors: | Lefevre, Claude ; Loisel, Stéphane ; Montesinos, Pierre |
| Subject: | basis risk | beta-unimodality | parametric index | Risk management | s-convex extrema | s-convex stochastic orders | Risikomanagement | Theorie | Theory | Risiko | Risk | Hedging | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1852596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588355