Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764): Difference between revisions

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+https://doi.org/10.1016/j.spa.2004.01.009
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+W4212855644
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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Coherent and convex monetary risk measures for unbounded càdlàg processes.
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