Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Year of publication: |
2010
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Authors: | Stadje, Mitja |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 3, p. 391-404
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Subject: | Theorie | Theory | Messung | Measurement | Zeitkonsistenz | Time consistency | Risiko | Risk |
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