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dc.contributor.author
Cheridito, Patrick
dc.contributor.author
Delbaen, Freddy
dc.contributor.author
Kupper, Michael
dc.date.accessioned
2017-06-09T11:25:53Z
dc.date.available
2017-06-09T11:25:53Z
dc.date.issued
2006-09
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-006-0017-1
dc.identifier.uri
http://hdl.handle.net/20.500.11850/35953
dc.language.iso
en
dc.publisher
Springer
dc.subject
coherent risk measures
dc.subject
convex monetary risk measures
dc.subject
coherent utility functionals
dc.subject
concave monetary utility functionals
dc.subject
unbounded cadlag processes
dc.subject
extension of risk measures
dc.title
Coherent and convex monetary risk measures for unbounded càdlàg processes (vol 9, pg 369, 2005)
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
10
ethz.journal.issue
3
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
427
ethz.pages.end
448
ethz.notes
Published online 11 August 2006.
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.date.deposited
2017-06-09T11:26:03Z
ethz.source
ECIT
ethz.identifier.importid
imp59364e1ca3ee975448
ethz.ecitpid
pub:57510
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T10:43:26Z
ethz.rosetta.lastUpdated
2021-02-14T07:38:09Z
ethz.rosetta.versionExported
true
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