Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and Stochastics 9 (2005) 3, pp. 369-387
Assume that the random future evolution of values is modelled in continuous time. Then, a risk measure can be viewed as a functional on a space of continuous-time stochastic processes. In this paper we study coherent and convex monetary risk measures on the space of all càdlàg processes that...