Coherent and convex monetary risk measures for unbounded cádlág processes
Year of publication: |
2005
|
---|---|
Authors: | Cheridito, Patrick ; Delbaen, Freddy ; Kupper, Michael |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 3, p. 369-388
|
Saved in:
Saved in favorites
Similar items by person
-
Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
Cheridito, Patrick, (2006)
-
Coherent and convex risk measures for bounded càdlàg processes
Cheridito, Patrick, (2003)
-
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick, (2005)
- More ...