Stochastic measure distortions induced by quantile processes for risk quantification and valuation (2021)

First Author: Brannelly H
Attributed to:  Cross-Sectional and Temporal Dependence in Complex Data funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3982716

Publication URI: http://dx.doi.org/10.2139/ssrn.3982716

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal