Correlation and the pricing of risks
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 3 (2007)
Issue (Month): 4 (October)
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Web page: http://www.springerlink.com/link.asp?id=112370
Kernel pricing; Change of measure; Catastrophic risk pricing; Self sufficient filtrations; G10; G12; G13;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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