Correlation and the pricing of risks
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More about this item
KeywordsKernel pricing; Change of measure; Catastrophic risk pricing; Self sufficient filtrations; G10; G12; G13;
- 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
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