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Siqing Gan
affiliation not provided to SSRN
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Analytical Approximation for Distorted Expectations
Number of pages: 16
Posted: 01 Jun 2015
Last Revised: 23 Jul 2015
Xianming Sun
, Siqing Gan and
Michèle Vanmaele
Zhongnan University of Economics and Law - School of Finance,
affiliation not provided to SSRN
and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
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Abstract:
Distortion risk measure; Fourier-cosine series expansion; Interpolation approximation
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