On the calibration of distortion risk measures to bid-ask prices

Author: Bannör Karl F.   Scherer Matthias  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.14, Iss.7, 2014-07, pp. : 1217-1228

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next