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Catastrophic risk pricing 1 Change of measure 1 Kernel pricing 1 Self sufficient filtrations 1
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Atlan, Marc 1 Geman, Hélyette 1 Madan, Dilip 1 Yor, Marc 1
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Annals of Finance 1
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Correlation and the pricing of risks
Atlan, Marc; Geman, Hélyette; Madan, Dilip; Yor, Marc - In: Annals of Finance 3 (2007) 4, pp. 411-453
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