Coherent risk measure on L0 : NA condition, pricing and dual representation
Emmanuel Lepinette and Duc Thinh Vu
| Year of publication: |
2021
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|---|---|
| Authors: | Lepinette, Emmanuel ; Duc Thinh Vu |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 6/7, p. 1-26
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| Subject: | NA condition | risk-hedging prices | dynamic risk-measures | dual representation | no-arbitrage | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Im Titel ist "0" hochgestellt. |
| Other identifiers: | 10.1142/S0219024921500370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012807990