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- W751749927 abstract "We review the basic aspects of the concept of signature for a coherent system. The cases of exchangeability and non-exchangeability are compared in view of possible applications to the analysis of financial risk. The case of a special class of basket option is finally analyzed." @default.
- W751749927 created "2016-06-24" @default.
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- W751749927 date "2015-01-01" @default.
- W751749927 modified "2023-09-24" @default.
- W751749927 title "Signatures of Systems with Non-exchangeable Lifetimes: Some Implications in the Analysis of Financial Risk" @default.
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- W751749927 doi "https://doi.org/10.1007/978-3-319-18029-8_27" @default.
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