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Beyond cash-additive risk measures: when changing the numéraire fails
Farkas, Walter
;
Koch-Medina, Pablo
;
Munari, Cosimo
- In:
Finance and Stochastics
18
(
2014
)
1
,
pp. 145-173
, especially when the eligible asset is a defaultable bond. In this paper, we fill this gap by allowing
general
eligible
assets
. We …
Persistent link: https://www.econbiz.de/10010997040
Saved in:
2
Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
3
Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
-
2013
, typically when the eligible asset is a defaultable bond. In this paper we fill this gap allowing for
general
eligible
assets
. We …
Persistent link: https://www.econbiz.de/10010258580
Saved in:
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