EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"distributional transforms"
Narrow search

Narrow search

Year of publication
Subject
All
Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Risikomaß 1 Risk measure 1 Sensitivity analysis 1 Sensitivitätsanalyse 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 change of measures 1 composition groups 1 distributional transforms 1 expected shortfall 1 option pricing 1 probability distortions 1 risk measures 1 sensitivity analysis 1 value-at-risk 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Liu, Peng 1 Schied, Alexander 1 Wang, Ruodu 1
Published in...
All
Mathematics of operations research 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Distributional transforms, probability distortions, and their applications
Liu, Peng; Schied, Alexander; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 4, pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...