Coherent and convex monetary risk measures for unbounded càdlàg processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Cheridito, Patrick ; Delbaen, Freddy ; Kupper, Michael |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 3, p. 427-448
|
| Publisher: |
Springer |
| Subject: | Coherent risk measures | Convex monetary risk measures | Coherent utility functionals | Concave monetary utility functionals | Unbounded càdlàg processes | Extension of risk measures |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005184390