Coherent and convex monetary risk measures for unbounded càdlàg processes (vol 9, pg 369, 2005)

Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael

doi:10.1007/s00780-006-0017-1

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Autor(in)

Cheridito, Patrick

Delbaen, Freddy

Kupper, Michael

Datum

2006-09

Typ

Journal Article

Zitate

22 Zitate in Web of Science

ETH Bibliographie

yes

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Publikationsstatus

published

Externe Links

https://doi.org/10.1007/s00780-006-0017-1

Zeitschrift / Serie

Finance and Stochastics

Band

10(3)

Seiten / Artikelnummer

427 - 448

Verlag

Springer

Thema

coherent risk measures; convex monetary risk measures; coherent utility functionals; concave monetary utility functionals; unbounded cadlag processes; extension of risk measures

Organisationseinheit

09557 - Cheridito, Patrick / Cheridito, Patrick

Anmerkungen

Published online 11 August 2006.

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Zitate

22 Zitate in Web of Science

ETH Bibliographie

yes

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Coherent and convex monetary risk measures for unbounded càdlàg processes (vol 9, pg 369, 2005)

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