Coherent and Convex Fair Pricing and Variability Measures
Metadata only
Date
2008Type
- Journal Article
Publication status
publishedJournal / series
International journal of approximate reasoning : official publication of the North American Fuzzy Information Processing SocietyVolume
Pages / Article No.
Publisher
North-HollandSubject
Coherent previsions; Convex previsions; Coherent risk measures; Convex risk measures; Variability measures; Fair priceOrganisational unit
03440 - Delbaen, Freddy
Notes
Received 15 July 2006, Revised 19 March 2007, Accepted 15 June 2007, Available online 21 September 2007.More
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