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dc.contributor.author
Cheridito, Patrick
dc.contributor.author
Delbaen, Freddy
dc.contributor.author
Kupper, Michael
dc.date.accessioned
2017-06-10T01:31:58Z
dc.date.available
2017-06-10T01:31:58Z
dc.date.issued
2004-07
dc.identifier.other
10.1016/j.spa.2004.01.009
dc.identifier.uri
http://hdl.handle.net/20.500.11850/50165
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Coherent risk measures
dc.subject
Convex monetary risk measures
dc.subject
Coherent utility functionals
dc.subject
Concave monetary utility functionals
dc.subject
Cadlag processes
dc.subject
Representation theorem
dc.title
Coherent and convex monetary risk measures for bounded cadlag processes
dc.type
Journal Article
ethz.journal.title
Stochastic Processes and their Applications
ethz.journal.volume
112
ethz.journal.issue
1
ethz.journal.abbreviated
Stoch. process. their appl.
ethz.pages.start
1
ethz.pages.end
22
ethz.notes
Received 8 April 2003, Revised 23 September 2003, Accepted 28 January 2004, Published online 21 February 2004.
ethz.identifier.wos
ethz.identifier.nebis
000025024
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-10T01:34:20Z
ethz.source
ECIT
ethz.identifier.importid
imp59364f4d085b043300
ethz.ecitpid
pub:82150
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-20T15:16:56Z
ethz.rosetta.lastUpdated
2018-03-01T06:24:22Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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