On representing claims for coherent risk measures
Year of publication: 
2007


Authors:  Jacka, Saul D. ; Berkaoui, Abdelkarem 
Publisher: 
University of Warwick. Centre for Research in Statistical Methodology 
Subject:  HB Economic Theory  QA Mathematics 

Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier, (2005)

Analysis and design of selection committees: a game theoretic secretary problem
Alpern, Steve, (2009)

Lee, Sokbae, (2007)
 More ...

No arbitrage and closure results for trading cones with transaction costs
Jacka, Saul D., (2008)

Noarbitrage and closure results for trading cones with transaction costs
Jacka, Saul, (2006)

On the density of properly maximal claims in financial markets with transaction costs
Jacka, Saul, (2006)
 More ...