Membership conditions for consistent families of monetary valuations
Year of publication: |
2013
|
---|---|
Authors: | Roorda, Berend ; Schumacher, Hans |
Published in: |
Statistics & Decisions. - OLDENBOURG WISSENSCHAFTSVERLAG, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 30.2013, 3, p. 255-280
|
Publisher: |
OLDENBOURG WISSENSCHAFTSVERLAG |
Subject: | Dynamic risk measures | nonlinear pricing | updating | weak time consistency |
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