Coherent and Convex Fair Pricing and Variability Measures - Research Collection

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Author

Maass, Sebastian

Date

2008

Type

Journal Article

Citations

Cited 0 times in Web of Science

Cited 1 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.ijar.2007.06.010

Journal / series

International journal of approximate reasoning : official publication of the North American Fuzzy Information Processing Society

Volume

49(1)

Pages / Article No.

130 - 139

Publisher

North-Holland

Subject

Coherent previsions; Convex previsions; Coherent risk measures; Convex risk measures; Variability measures; Fair price

Organisational unit

03440 - Delbaen, Freddy

Notes

Received 15 July 2006, Revised 19 March 2007, Accepted 15 June 2007, Available online 21 September 2007.

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Citations

Cited 0 times in Web of Science

Cited 1 times in Scopus

ETH Bibliography

yes

Altmetrics