Put Option Premiums and Coherent Risk Measures
<keyword>put options</keyword>, <keyword>risk measures</keyword>, <keyword>insolvency</keyword>,<keyword>coherent risk measures</keyword>, <keyword>insurance risk measures</keyword></keywordgroup><footnotegroup><history>"Manuscript received March 2000; final revision received February 2001." Copyright 2002 Blackwell Publishing, Inc. 350 Main St., Malden, MA 02148, USA, and 108 Cowley Road,Oxford, OX4, 1JF, UK..
Year of publication: |
2002
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Authors: | Jarrow, Robert |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 12.2002, 2, p. 135-142
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Publisher: |
Wiley Blackwell |
Saved in:
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