✦ LIBER ✦

Put Option Premiums and Coherent Risk Measures

✍ Scribed by Robert Jarrow

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Coherent Measures of Risk

✍ Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 148 KB

Risk Premiums and Benefit Measures for G

✍ JOHN QUIGGIN; ROBERT G. CHAMBERS 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 164 KB

Coherent risk measures and good-deal bou

✍ Stefan Jaschke; Uwe Küchler 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 137 KB

Coherent risk measures, coherent capital

✍ A. Buch; G. Dorfleitner 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 313 KB

Pareto Equilibria with coherent measures

✍ David Heath; Hyejin Ku 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 88 KB

Option-implied preferences adjustments,

✍ Francisco Alonso; Roberto Blanco; Gonzalo Rubio 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 386 KB