Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and Stochastics 9 (2005) 3, pp. 369-387
coherent or convex monetary risk measures on the space of all bounded adapted càdlàg processes that can be extended to coherent … or convex monetary risk measures on the space of all adapted càdlàg processes. As examples we discuss a new approach to … a functional on a space of continuous-time stochastic processes. In this paper we study coherent and convex monetary …