Convex risk measures for good deal bounds
Takuji Arai; Masaaki Fukasawa
| Year of publication: |
2014
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|---|---|
| Authors: | Arai, Takuji ; Fukasawa, Masaaki |
| 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. 24.2014, 3, p. 464-484
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| Subject: | convex risk measure | good deal bound | Orlicz space | risk indifference price | fundamental theorem of asset pricing | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Unvollkommener Markt | Incomplete market | Risikomaß | Risk measure | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010484270