Search Results - subject:"Set-valued dynamic risk measures"

Essential supremum with respect to a random partial order

Kabanov, Yuri; Lépinette, Emmanuel - In: Journal of Mathematical Economics 49 (2013) 6, pp. 478-487

. Applications of the introduced notion to a hedging problem under transaction costs and set-valued dynamic risk measures are given. …

Persistent link: https://www.econbiz.de/10010730387

Essential Supremum with Respect to a Random Partial Order

Kabanov, Yuri; Lépinette-Denis, Emmanuel - Université Paris-Dauphine (Paris IX) - 2013

satisfying some natural properties. Applications of the introduced notion to a hedging problem under transaction costs and set-valued … dynamic risk measures are given. …

Persistent link: https://www.econbiz.de/10010721349

Essential supremum with respect to a random partial order

Kabanov, Jurij M.; Lépinette, Emmanuel - In: Journal of mathematical economics 49 (2013) 6, pp. 478-487

Persistent link: https://www.econbiz.de/10010460321