Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10012872649
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...
Persistent link: https://www.econbiz.de/10005759616
Persistent link: https://www.econbiz.de/10005184390