Coherent and convex monetary risk measures for unbounded càdlàg processes
Year of publication: |
2005
|
---|---|
Authors: | Cheridito, Patrick ; Delbaen, Freddy ; Kupper, Michael |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 3, p. 369-387
|
Subject: | Finanzmathematik | Mathematical finance | Risiko | Risk | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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