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~person:"Acciaio, Beatrice"
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Acciaio, Beatrice
Velez-Pareja, Ignacio
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Risk assessment for uncertain
cash
flows
: model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice
;
Föllmer, Hans
;
Penner, Irina
-
London School of Economics (LSE)
-
2012
We study the risk assessment of uncertain
cash
flows
in terms of dynamic convex risk measures for processes as …
Persistent link: https://www.econbiz.de/10011071088
Saved in:
2
Risk assessment for uncertain
cash
flows
: model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice
;
Föllmer, Hans
;
Penner, Irina
- In:
Finance and Stochastics
16
(
2012
)
4
,
pp. 669-709
We study the risk assessment of uncertain
cash
flows
in terms of dynamic convex risk measures for processes as …
Persistent link: https://www.econbiz.de/10010997036
Saved in:
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