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Journal / seriesElectronic journal of probability : EJP
Pages / Article No.
PublisherInstitute of Mathematical Statistics
SubjectConditional monetary risk measures; Conditional monetary utility functions; Conditional dual representations; Dynamic monetary risk measures; Dynamic monetary utility measures; Time-consistency; Decomposition property of acceptance sets; Concatenation of adapted increasing processes of integrable variation
Organisational unit03440 - Delbaen, Freddy
NotesPaper no. 3. Submitted to EJP on June 23, 2005, Final version accepted on January 3, 2006.
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