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Bounds on Multiple Contingent Claims
Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds on Multiple Contingent ... considered the problem on bounding a European option on a single asset. He obtained an upper bound on the payoff ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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A Mixture Model Approach to Operational Risk Management
A Mixture Model Approach to Operational Risk Management This abstract describes a paper ... model and quantify the loss frequency and severity and the dependency between the units of measure. 6442453293 ...- Authors: Andrei Lucian Badescu, Xiaodong Sheldon Lin
- Date: Feb 2014