RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
Year of publication: |
2009
|
---|---|
Authors: | Delbaen, Freddy |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 19.2009, 2, p. 329-333
|
Publisher: |
Wiley Blackwell |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Backward SDEs with Superquadratic Growth
Delbaen, Freddy, (2009)
-
The fundamental theorem of asset pricing for unbounded stochastic processes
Delbaen, Freddy, (1999)
-
On Esscher Transforms in Discrete Finance Models
Bühlmann, Hans, (1998)
- More ...