Coherent and Convex Fair Pricing and Variability Measures
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Date
2008Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
International Journal of Approximate ReasoningVolume
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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ETH Bibliography
yes
Altmetrics