Cash subadditive risk measures and interest rate ambiguity
Year of publication: |
2009
|
---|---|
Authors: | El Karoui, Nicole ; Ravanelli, Claudia |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 4, p. 561-590
|
Subject: | Risiko | Risk | Messung | Measurement | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Theorie | Theory |
-
Cash sub-additive risk measures and interest rate ambiguity
El Karoui, Nicole, (2008)
-
Fixing risk neutral risk measures
Stein, Harvey J., (2016)
-
Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline, (2009)
- More ...
-
Understanding, modelling and managing longevity risk: key issues and main challenges
Barrieu, Pauline, (2011)
-
Cash Sub-additive Risk Measures and Interest Rate Ambiguity
El Karoui, Nicole, (2008)
-
Cash sub-additive risk measures and interest rate ambiguity
El Karoui, Nicole, (2008)
- More ...