Coherent and convex monetary risk measures for unbounded càdlàg processes (vol 9, pg 369, 2005)
Metadata only
Datum
2006-09Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Finance and StochasticsBand
Seiten / Artikelnummer
Verlag
SpringerThema
coherent risk measures; convex monetary risk measures; coherent utility functionals; concave monetary utility functionals; unbounded cadlag processes; extension of risk measuresOrganisationseinheit
09557 - Cheridito, Patrick / Cheridito, Patrick
Anmerkungen
Published online 11 August 2006.