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Search: subject:"Risk functionals"
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Monetary utility functions and
risk
functionals
Floros, Christos
;
Gillas, Konstantinos Gkillas
; …
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 27-35)
.
2023
Persistent link: https://www.econbiz.de/10014338785
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2
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
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3
The efficient hedging problem for American options
Mulinacci, Sabrina
- In:
Finance and Stochastics
15
(
2011
)
2
,
pp. 365-397
Persistent link: https://www.econbiz.de/10009149758
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4
Asymptotic distribution of law-invariant
risk
functionals
Pflug, Georg
;
Wozabal, Nancy
- In:
Finance and Stochastics
14
(
2010
)
3
,
pp. 397-418
Persistent link: https://www.econbiz.de/10008456136
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