Nonlinear valuation and non-Gaussian risks in finance
What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon, with ar...
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| Hauptverfasser: | , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge ; New York, NY
Cambridge University Press
2022
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| Schlagworte: | |
| Online-Zugang: | DE-12 DE-92 DE-20 URL des Erstveröffentlichers |
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