On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Volker Krätschmer
| Year of publication: |
01 Mar. 2007
|
|---|---|
| Other Persons: | Krätschmer, Volker (contributor) |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Subject: | Risiko | Risk | Messung | Measurement | Derivat | Derivative | Robustes Verfahren | Robust statistics | Theorie | Theory |
freely available
| Extent: | Online-Ressource, 27 S., Text |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2007,010 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25182 [Handle] |
| Classification: | G10 - General Financial Markets. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003422987